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
20/11/2024 0.14% 7.22 CHF 7.23 CHF 29,000 29,000 28,727 28,727 208,519 CHF 208,807 CHF 100.00% 100.00%
19/11/2024 0.14% 7.15 CHF 7.16 CHF 29,000 29,000 28,725 28,725 206,748 CHF 207,036 CHF 98.92% 98.92%
18/11/2024 0.14% 7.11 CHF 7.12 CHF 30,000 30,000 29,719 29,719 208,528 CHF 208,826 CHF 100.00% 100.00%
15/11/2024 0.15% 6.84 CHF 6.85 CHF 30,000 30,000 30,077 30,077 204,592 CHF 204,893 CHF 71.75% 71.75%
14/11/2024 0.15% 6.77 CHF 6.78 CHF 30,000 30,000 30,481 30,481 202,290 CHF 202,595 CHF 100.00% 100.00%
13/11/2024 0.15% 6.74 CHF 6.75 CHF 30,000 30,000 30,455 30,455 204,869 CHF 205,174 CHF 99.35% 99.35%
12/11/2024 0.15% 6.66 CHF 6.67 CHF 31,000 31,000 29,861 29,861 202,479 CHF 202,778 CHF 100.00% 100.00%
11/11/2024 0.14% 6.91 CHF 6.92 CHF 30,000 30,000 29,719 29,719 207,117 CHF 207,414 CHF 100.00% 100.00%
08/11/2024 0.15% 6.51 CHF 6.52 CHF 31,000 31,000 30,710 30,710 200,090 CHF 200,397 CHF 100.00% 100.00%
07/11/2024 0.15% 6.63 CHF 6.64 CHF 31,000 31,000 30,710 30,710 203,570 CHF 203,877 CHF 100.00% 100.00%

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