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
22/11/2024 0.16% 6.42 CHF 6.43 CHF 200,000 200,000 200,000 200,000 1,259,590 CHF 1,261,590 CHF 99.98% 99.98%
20/11/2024 0.16% 6.18 CHF 6.19 CHF 200,000 200,000 200,000 200,000 1,267,980 CHF 1,269,980 CHF 100.00% 100.00%
19/11/2024 0.16% 6.24 CHF 6.25 CHF 200,000 200,000 200,000 200,000 1,239,020 CHF 1,241,020 CHF 100.00% 100.00%
18/11/2024 0.16% 6.47 CHF 6.48 CHF 200,000 200,000 199,931 199,931 1,283,490 CHF 1,285,490 CHF 99.06% 99.06%
15/11/2024 0.15% 6.49 CHF 6.50 CHF 200,000 200,000 200,000 200,000 1,318,200 CHF 1,320,200 CHF 100.00% 100.00%
14/11/2024 0.15% 6.69 CHF 6.70 CHF 200,000 200,000 200,000 200,000 1,314,580 CHF 1,316,580 CHF 99.08% 99.08%
13/11/2024 0.16% 6.20 CHF 6.21 CHF 200,000 200,000 200,000 200,000 1,247,120 CHF 1,249,120 CHF 100.00% 100.00%
12/11/2024 0.15% 6.27 CHF 6.28 CHF 200,000 200,000 200,000 200,000 1,308,040 CHF 1,310,040 CHF 100.00% 100.00%
11/11/2024 0.15% 6.80 CHF 6.81 CHF 200,000 200,000 200,000 200,000 1,365,330 CHF 1,367,330 CHF 100.00% 100.00%
08/11/2024 0.15% 6.56 CHF 6.57 CHF 200,000 200,000 200,000 200,000 1,327,580 CHF 1,329,580 CHF 100.00% 100.00%

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