market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
22/11/2024 0.71% 8.23 CHF 8.26 CHF 8,900 8,900 5,969 5,969 48,737 CHF 49,054 CHF 100.00% 100.00%
20/11/2024 0.72% 7.91 CHF 7.94 CHF 9,100 9,100 6,072 6,072 48,667 CHF 48,989 CHF 100.00% 100.00%
19/11/2024 0.72% 8.14 CHF 8.17 CHF 9,040 9,040 6,090 6,090 48,723 CHF 49,045 CHF 99.09% 99.09%
18/11/2024 0.73% 8.11 CHF 8.14 CHF 9,060 9,060 6,121 6,121 48,311 CHF 48,636 CHF 99.83% 99.83%
15/11/2024 0.75% 7.80 CHF 7.83 CHF 9,190 9,190 6,082 6,082 47,926 CHF 48,259 CHF 71.85% 71.85%
14/11/2024 0.74% 7.97 CHF 8.00 CHF 9,130 9,130 6,140 6,140 48,078 CHF 48,404 CHF 100.00% 100.00%
13/11/2024 0.75% 7.72 CHF 7.75 CHF 9,240 9,240 6,222 6,222 47,610 CHF 47,940 CHF 99.93% 99.93%
12/11/2024 0.75% 7.79 CHF 7.82 CHF 9,230 9,230 6,215 6,215 47,710 CHF 48,040 CHF 100.00% 100.00%
11/11/2024 0.74% 7.59 CHF 7.62 CHF 9,360 9,360 6,203 6,203 48,247 CHF 48,575 CHF 100.00% 100.00%
08/11/2024 0.73% 7.86 CHF 7.89 CHF 9,280 9,280 6,207 6,207 49,114 CHF 49,443 CHF 100.00% 100.00%

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