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 0.29% 6.76 CHF 6.78 CHF 49,700 49,700 49,099 49,099 333,589 CHF 334,571 CHF 100.00% 100.00%
19/11/2024 0.29% 7.00 CHF 7.02 CHF 48,700 48,700 50,267 50,267 349,445 CHF 350,450 CHF 100.00% 100.00%
18/11/2024 0.30% 6.78 CHF 6.80 CHF 51,300 51,300 51,180 51,180 343,395 CHF 344,419 CHF 100.00% 100.00%
15/11/2024 0.30% 6.65 CHF 6.67 CHF 51,200 51,200 51,506 51,506 342,463 CHF 343,494 CHF 98.67% 98.67%
14/11/2024 0.30% 6.69 CHF 6.71 CHF 51,700 51,700 49,400 49,400 326,070 CHF 327,058 CHF 99.91% 99.91%
13/11/2024 0.29% 6.93 CHF 6.95 CHF 47,900 47,900 47,540 47,540 332,943 CHF 333,894 CHF 100.00% 100.00%
12/11/2024 0.28% 7.07 CHF 7.09 CHF 47,300 47,300 46,939 46,939 332,439 CHF 333,378 CHF 100.00% 100.00%
11/11/2024 0.28% 7.19 CHF 7.21 CHF 46,700 46,700 44,355 44,355 321,166 CHF 322,053 CHF 100.00% 100.00%
08/11/2024 0.26% 7.64 CHF 7.66 CHF 42,900 42,900 43,683 43,683 339,613 CHF 340,487 CHF 100.00% 100.00%
07/11/2024 0.26% 7.78 CHF 7.80 CHF 44,200 44,200 44,563 44,563 338,416 CHF 339,308 CHF 100.00% 100.00%

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