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 0.15% 6.98 CHF 6.99 CHF 276,600 276,600 277,618 277,618 1,906,220 CHF 1,908,990 CHF 99.42% 99.42%
19/11/2024 0.15% 6.72 CHF 6.73 CHF 278,400 278,400 276,113 276,113 1,873,130 CHF 1,875,890 CHF 100.00% 100.00%
18/11/2024 0.15% 6.81 CHF 6.82 CHF 274,600 274,600 277,292 277,292 1,903,380 CHF 1,906,150 CHF 98.76% 98.76%
15/11/2024 0.15% 6.91 CHF 6.92 CHF 279,200 279,200 275,727 275,727 1,888,590 CHF 1,891,340 CHF 98.67% 98.67%
14/11/2024 0.14% 6.82 CHF 6.83 CHF 273,600 273,600 282,183 282,183 1,958,690 CHF 1,961,510 CHF 100.00% 100.00%
13/11/2024 0.15% 6.79 CHF 6.80 CHF 288,000 288,000 286,920 286,920 1,906,940 CHF 1,909,810 CHF 100.00% 100.00%
12/11/2024 0.15% 6.64 CHF 6.65 CHF 286,200 286,200 289,446 289,446 1,916,520 CHF 1,919,410 CHF 99.78% 99.78%
11/11/2024 0.15% 6.51 CHF 6.52 CHF 291,600 291,600 303,516 303,516 1,964,210 CHF 1,967,250 CHF 99.72% 99.72%
08/11/2024 0.16% 6.23 CHF 6.24 CHF 311,400 311,400 311,758 311,758 1,905,880 CHF 1,909,000 CHF 99.15% 99.15%
07/11/2024 0.16% 6.03 CHF 6.04 CHF 312,000 312,000 303,704 303,704 1,855,330 CHF 1,858,370 CHF 99.96% 99.96%

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