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 1.05% 6.74 CHF 6.75 CHF 1,950 1,950 1,335 1,335 9,313 CHF 9,401 CHF 100.00% 100.00%
19/11/2024 1.06% 7.03 CHF 7.04 CHF 2,010 2,010 1,346 1,346 9,448 CHF 9,536 CHF 99.08% 99.08%
18/11/2024 1.07% 6.98 CHF 6.99 CHF 2,000 2,000 1,330 1,330 9,248 CHF 9,336 CHF 100.00% 100.00%
15/11/2024 1.10% 6.94 CHF 6.95 CHF 1,980 1,980 1,305 1,305 8,954 CHF 9,041 CHF 71.69% 71.69%
14/11/2024 1.08% 6.65 CHF 6.66 CHF 1,940 1,940 1,313 1,313 8,959 CHF 9,046 CHF 100.00% 100.00%
13/11/2024 1.09% 6.82 CHF 6.83 CHF 1,970 1,970 1,326 1,326 9,054 CHF 9,142 CHF 100.00% 100.00%
12/11/2024 1.12% 6.76 CHF 6.77 CHF 1,970 1,970 1,312 1,312 8,768 CHF 8,854 CHF 100.00% 100.00%
11/11/2024 1.12% 6.43 CHF 6.44 CHF 1,930 1,930 1,309 1,309 8,619 CHF 8,706 CHF 100.00% 100.00%
08/11/2024 1.18% 6.49 CHF 6.50 CHF 1,960 1,960 1,308 1,308 8,373 CHF 8,459 CHF 100.00% 100.00%
07/11/2024 1.23% 5.77 CHF 5.78 CHF 1,860 1,860 1,262 1,262 7,518 CHF 7,602 CHF 100.00% 100.00%

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