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 0.17% 5.89 CHF 5.90 CHF 200,000 200,000 200,000 200,000 1,210,710 CHF 1,212,710 CHF 100.00% 100.00%
19/11/2024 0.17% 5.96 CHF 5.97 CHF 200,000 200,000 200,000 200,000 1,181,900 CHF 1,183,900 CHF 99.88% 99.88%
18/11/2024 0.16% 6.18 CHF 6.19 CHF 200,000 200,000 199,931 199,931 1,226,040 CHF 1,228,040 CHF 99.09% 99.09%
15/11/2024 0.16% 6.20 CHF 6.21 CHF 200,000 200,000 200,000 200,000 1,260,720 CHF 1,262,720 CHF 100.00% 100.00%
14/11/2024 0.16% 6.41 CHF 6.42 CHF 200,000 200,000 200,000 200,000 1,257,170 CHF 1,259,170 CHF 99.08% 99.08%
13/11/2024 0.17% 5.91 CHF 5.92 CHF 200,000 200,000 200,000 200,000 1,189,760 CHF 1,191,760 CHF 99.95% 99.95%
12/11/2024 0.16% 5.98 CHF 5.99 CHF 200,000 200,000 200,000 200,000 1,250,750 CHF 1,252,750 CHF 99.98% 99.98%
11/11/2024 0.15% 6.52 CHF 6.53 CHF 200,000 200,000 200,000 200,000 1,307,940 CHF 1,309,940 CHF 100.00% 100.00%
08/11/2024 0.16% 6.27 CHF 6.28 CHF 200,000 200,000 200,000 200,000 1,270,100 CHF 1,272,100 CHF 100.00% 100.00%
07/11/2024 0.15% 6.56 CHF 6.57 CHF 200,000 200,000 200,000 200,000 1,298,580 CHF 1,300,580 CHF 99.67% 99.67%

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