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% 6.03 CHF 6.04 CHF 200,000 200,000 200,000 200,000 1,238,210 CHF 1,240,210 CHF 100.00% 100.00%
19/11/2024 0.17% 6.09 CHF 6.10 CHF 200,000 200,000 200,000 200,000 1,209,320 CHF 1,211,320 CHF 99.89% 99.89%
18/11/2024 0.16% 6.32 CHF 6.33 CHF 200,000 200,000 199,950 199,950 1,253,760 CHF 1,255,760 CHF 99.07% 99.07%
15/11/2024 0.16% 6.34 CHF 6.35 CHF 200,000 200,000 200,000 200,000 1,288,320 CHF 1,290,320 CHF 100.00% 100.00%
14/11/2024 0.16% 6.54 CHF 6.55 CHF 200,000 200,000 200,000 200,000 1,284,740 CHF 1,286,740 CHF 99.08% 99.08%
13/11/2024 0.16% 6.05 CHF 6.06 CHF 200,000 200,000 200,000 200,000 1,217,330 CHF 1,219,330 CHF 99.91% 99.91%
12/11/2024 0.16% 6.12 CHF 6.13 CHF 200,000 200,000 200,000 200,000 1,278,320 CHF 1,280,320 CHF 100.00% 100.00%
11/11/2024 0.15% 6.65 CHF 6.66 CHF 200,000 200,000 200,000 200,000 1,335,460 CHF 1,337,460 CHF 100.00% 100.00%
08/11/2024 0.15% 6.41 CHF 6.42 CHF 200,000 200,000 200,000 200,000 1,297,660 CHF 1,299,660 CHF 100.00% 100.00%
07/11/2024 0.15% 6.70 CHF 6.71 CHF 200,000 200,000 200,000 200,000 1,326,310 CHF 1,328,310 CHF 99.67% 99.67%

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