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% 6.00 CHF 6.01 CHF 25,600 25,600 25,545 25,545 157,982 CHF 158,238 CHF 99.33% 99.33%
19/11/2024 0.18% 5.88 CHF 5.89 CHF 24,800 24,800 24,607 24,607 143,790 CHF 144,043 CHF 99.09% 99.09%
18/11/2024 0.16% 6.42 CHF 6.43 CHF 24,700 24,700 24,598 24,598 156,294 CHF 156,540 CHF 99.88% 99.88%
15/11/2024 0.16% 6.24 CHF 6.25 CHF 25,400 25,400 25,295 25,295 157,334 CHF 157,587 CHF 99.90% 99.90%
14/11/2024 0.17% 6.12 CHF 6.13 CHF 27,000 27,000 27,232 27,232 161,533 CHF 161,805 CHF 98.56% 98.56%
13/11/2024 0.17% 5.43 CHF 5.44 CHF 26,400 26,400 26,231 26,231 151,735 CHF 151,997 CHF 100.00% 100.00%
12/11/2024 0.16% 5.83 CHF 5.84 CHF 24,800 24,800 24,172 24,172 149,314 CHF 149,555 CHF 99.88% 99.88%
11/11/2024 0.16% 6.47 CHF 6.48 CHF 26,900 26,900 26,869 26,869 165,156 CHF 165,425 CHF 99.90% 99.90%
08/11/2024 0.18% 5.55 CHF 5.56 CHF 25,100 25,100 24,921 24,921 142,388 CHF 142,637 CHF 98.51% 98.51%
07/11/2024 0.30% 6.43 CHF 6.45 CHF 23,700 23,700 23,118 23,118 153,803 CHF 154,266 CHF 100.00% 100.00%

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