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 2.10% 7.55 CHF 7.70 CHF 10,000 5,000 10,000 5,000 70,887 CHF 36,194 CHF 99.56% 99.56%
19/11/2024 2.16% 6.90 CHF 7.05 CHF 10,000 5,000 10,000 5,000 68,742 CHF 35,121 CHF 99.55% 99.55%
18/11/2024 2.16% 6.97 CHF 7.12 CHF 10,000 5,000 10,000 5,000 68,852 CHF 35,176 CHF 99.55% 99.55%
15/11/2024 2.25% 6.79 CHF 6.94 CHF 10,000 5,000 10,000 5,000 65,887 CHF 33,694 CHF 98.90% 98.90%
14/11/2024 2.20% 6.32 CHF 6.47 CHF 10,000 5,000 10,000 5,000 67,641 CHF 34,570 CHF 98.69% 98.69%
13/11/2024 1.51% 6.90 CHF 7.00 CHF 10,000 10,000 10,000 10,000 65,771 CHF 66,771 CHF 96.42% 96.42%
12/11/2024 0.87% 6.26 CHF 6.31 CHF 10,000 10,000 10,000 10,000 57,097 CHF 57,597 CHF 97.95% 97.95%
11/11/2024 1.30% 3.85 CHF 3.90 CHF 20,000 10,000 20,000 10,000 76,484 CHF 38,742 CHF 99.50% 99.50%
08/11/2024 1.21% 4.11 CHF 4.16 CHF 20,000 10,000 20,000 10,000 82,193 CHF 41,596 CHF 99.50% 99.50%
07/11/2024 1.30% 3.90 CHF 3.95 CHF 20,000 10,000 20,000 10,000 76,662 CHF 38,831 CHF 99.32% 99.32%

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