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 0.16% 6.55 CHF 6.56 CHF 200,000 200,000 200,000 200,000 1,286,040 CHF 1,288,040 CHF 100.00% 100.00%
20/11/2024 0.15% 6.31 CHF 6.32 CHF 200,000 200,000 200,000 200,000 1,294,500 CHF 1,296,500 CHF 100.00% 100.00%
19/11/2024 0.16% 6.38 CHF 6.39 CHF 200,000 200,000 200,000 200,000 1,265,590 CHF 1,267,590 CHF 100.00% 100.00%
18/11/2024 0.15% 6.60 CHF 6.61 CHF 200,000 200,000 199,910 199,910 1,309,880 CHF 1,311,880 CHF 99.06% 99.06%
15/11/2024 0.15% 6.62 CHF 6.63 CHF 200,000 200,000 200,000 200,000 1,344,910 CHF 1,346,910 CHF 100.00% 100.00%
14/11/2024 0.15% 6.83 CHF 6.84 CHF 200,000 200,000 200,000 200,000 1,341,170 CHF 1,343,170 CHF 99.08% 99.08%
13/11/2024 0.16% 6.33 CHF 6.34 CHF 200,000 200,000 200,000 200,000 1,273,770 CHF 1,275,770 CHF 100.00% 100.00%
12/11/2024 0.15% 6.40 CHF 6.41 CHF 200,000 200,000 200,000 200,000 1,334,710 CHF 1,336,710 CHF 100.00% 100.00%
11/11/2024 0.14% 6.94 CHF 6.95 CHF 200,000 200,000 200,000 200,000 1,391,970 CHF 1,393,970 CHF 100.00% 100.00%
08/11/2024 0.15% 6.69 CHF 6.70 CHF 200,000 200,000 200,000 200,000 1,354,250 CHF 1,356,250 CHF 100.00% 100.00%

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