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 0.14% 7.11 CHF 7.12 CHF 72,000 72,000 71,573 71,573 507,168 CHF 507,883 CHF 100.00% 100.00%
20/11/2024 0.14% 6.91 CHF 6.92 CHF 72,000 72,000 71,812 71,812 501,032 CHF 501,750 CHF 100.00% 100.00%
19/11/2024 0.15% 6.85 CHF 6.86 CHF 74,000 74,000 73,695 73,695 499,908 CHF 500,645 CHF 100.00% 100.00%
18/11/2024 0.15% 6.83 CHF 6.84 CHF 74,000 74,000 73,695 73,695 500,825 CHF 501,562 CHF 100.00% 100.00%
15/11/2024 0.15% 6.74 CHF 6.75 CHF 74,000 74,000 73,655 73,655 501,910 CHF 502,647 CHF 100.00% 100.00%
14/11/2024 0.15% 6.91 CHF 6.92 CHF 72,000 72,000 72,312 72,312 497,847 CHF 498,570 CHF 100.00% 100.00%
13/11/2024 0.15% 6.85 CHF 6.86 CHF 74,000 74,000 73,563 73,563 501,263 CHF 501,999 CHF 100.00% 100.00%
12/11/2024 0.14% 6.94 CHF 6.95 CHF 72,000 72,000 71,704 71,704 499,392 CHF 500,109 CHF 100.00% 100.00%
11/11/2024 0.14% 6.99 CHF 7.00 CHF 72,000 72,000 71,703 71,703 505,195 CHF 505,912 CHF 100.00% 100.00%
08/11/2024 0.14% 6.99 CHF 7.00 CHF 72,000 72,000 71,700 71,700 501,863 CHF 502,580 CHF 99.18% 99.18%

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