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 0.15% 6.82 CHF 6.83 CHF 200,000 200,000 200,000 200,000 1,339,610 CHF 1,341,610 CHF 100.00% 100.00%
20/11/2024 0.15% 6.58 CHF 6.59 CHF 200,000 200,000 200,000 200,000 1,348,380 CHF 1,350,380 CHF 100.00% 100.00%
19/11/2024 0.15% 6.65 CHF 6.66 CHF 200,000 200,000 200,000 200,000 1,319,380 CHF 1,321,380 CHF 100.00% 100.00%
18/11/2024 0.15% 6.87 CHF 6.88 CHF 200,000 200,000 199,905 199,905 1,363,820 CHF 1,365,820 CHF 99.07% 99.07%
15/11/2024 0.14% 6.89 CHF 6.90 CHF 200,000 200,000 200,000 200,000 1,398,980 CHF 1,400,980 CHF 100.00% 100.00%
14/11/2024 0.14% 7.10 CHF 7.11 CHF 200,000 200,000 200,000 200,000 1,395,150 CHF 1,397,150 CHF 99.08% 99.08%
13/11/2024 0.15% 6.60 CHF 6.61 CHF 200,000 200,000 200,000 200,000 1,327,760 CHF 1,329,760 CHF 100.00% 100.00%
12/11/2024 0.14% 6.67 CHF 6.68 CHF 200,000 200,000 200,000 200,000 1,388,670 CHF 1,390,670 CHF 100.00% 100.00%
11/11/2024 0.14% 7.21 CHF 7.22 CHF 200,000 200,000 200,000 200,000 1,445,970 CHF 1,447,970 CHF 100.00% 100.00%
08/11/2024 0.14% 6.96 CHF 6.97 CHF 200,000 200,000 200,000 200,000 1,408,310 CHF 1,410,310 CHF 100.00% 100.00%

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