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 0.13% 7.86 CHF 7.87 CHF 15,540 15,540 15,327 15,327 117,753 CHF 117,907 CHF 100.00% 100.00%
19/11/2024 0.13% 7.76 CHF 7.77 CHF 15,520 15,520 15,340 15,340 118,627 CHF 118,781 CHF 98.97% 98.97%
18/11/2024 0.14% 7.51 CHF 7.52 CHF 15,400 15,400 15,205 15,205 113,037 CHF 113,190 CHF 100.00% 100.00%
15/11/2024 0.14% 7.30 CHF 7.31 CHF 15,270 15,270 15,225 15,225 109,219 CHF 109,371 CHF 71.78% 71.78%
14/11/2024 0.15% 6.60 CHF 6.61 CHF 14,890 14,890 14,793 14,793 99,374 CHF 99,522 CHF 100.00% 100.00%
13/11/2024 0.16% 6.54 CHF 6.55 CHF 14,790 14,790 14,646 14,646 94,501 CHF 94,648 CHF 98.57% 98.57%
12/11/2024 0.16% 6.58 CHF 6.59 CHF 14,840 14,840 14,664 14,664 95,468 CHF 95,615 CHF 99.69% 99.69%
11/11/2024 0.16% 6.22 CHF 6.23 CHF 14,660 14,660 14,528 14,528 90,461 CHF 90,607 CHF 100.00% 100.00%
08/11/2024 0.16% 6.55 CHF 6.56 CHF 14,850 14,850 14,675 14,675 94,622 CHF 94,769 CHF 100.00% 100.00%
07/11/2024 0.16% 6.18 CHF 6.19 CHF 14,700 14,700 14,610 14,610 91,087 CHF 91,233 CHF 100.00% 100.00%

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