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 0.16% 6.32 CHF 6.33 CHF 10,000 10,000 10,000 10,000 64,332 CHF 64,432 CHF 100.00% 100.00%
19/11/2024 0.16% 6.41 CHF 6.42 CHF 10,000 10,000 10,000 10,000 64,045 CHF 64,145 CHF 99.87% 99.87%
18/11/2024 0.15% 6.61 CHF 6.62 CHF 25,000 25,000 25,000 25,000 163,687 CHF 163,937 CHF 99.92% 99.92%
15/11/2024 0.15% 6.65 CHF 6.66 CHF 25,000 25,000 25,000 25,000 168,355 CHF 168,605 CHF 100.00% 100.00%
14/11/2024 0.15% 6.81 CHF 6.82 CHF 25,000 25,000 25,000 25,000 168,502 CHF 168,752 CHF 100.00% 100.00%
13/11/2024 0.15% 6.64 CHF 6.65 CHF 25,000 25,000 25,000 25,000 169,484 CHF 169,734 CHF 100.00% 100.00%
12/11/2024 0.15% 6.56 CHF 6.57 CHF 25,000 25,000 25,000 25,000 170,727 CHF 170,977 CHF 99.71% 99.71%
11/11/2024 0.14% 6.97 CHF 6.98 CHF 25,000 25,000 25,000 25,000 175,074 CHF 175,324 CHF 99.91% 99.91%
08/11/2024 0.14% 6.81 CHF 6.82 CHF 25,000 25,000 25,000 25,000 172,983 CHF 173,233 CHF 100.00% 100.00%
07/11/2024 0.14% 7.00 CHF 7.01 CHF 25,000 25,000 25,000 25,000 174,790 CHF 175,040 CHF 99.90% 99.90%

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