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% 6.71 CHF 6.72 CHF 72,000 72,000 71,812 71,812 487,023 CHF 487,741 CHF 100.00% 100.00%
19/11/2024 0.15% 6.66 CHF 6.67 CHF 74,000 74,000 73,695 73,695 485,539 CHF 486,276 CHF 100.00% 100.00%
18/11/2024 0.15% 6.63 CHF 6.64 CHF 74,000 74,000 73,695 73,695 486,358 CHF 487,095 CHF 100.00% 100.00%
15/11/2024 0.15% 6.55 CHF 6.56 CHF 74,000 74,000 73,655 73,655 487,487 CHF 488,224 CHF 100.00% 100.00%
14/11/2024 0.15% 6.71 CHF 6.72 CHF 72,000 72,000 72,312 72,312 483,698 CHF 484,421 CHF 100.00% 100.00%
13/11/2024 0.15% 6.65 CHF 6.66 CHF 74,000 74,000 73,563 73,563 486,880 CHF 487,616 CHF 100.00% 100.00%
12/11/2024 0.15% 6.74 CHF 6.75 CHF 72,000 72,000 71,703 71,703 485,358 CHF 486,075 CHF 100.00% 100.00%
11/11/2024 0.15% 6.79 CHF 6.80 CHF 72,000 72,000 71,703 71,703 491,171 CHF 491,888 CHF 100.00% 100.00%
08/11/2024 0.15% 6.80 CHF 6.81 CHF 72,000 72,000 71,700 71,700 487,821 CHF 488,538 CHF 99.18% 99.18%
07/11/2024 0.15% 6.77 CHF 6.78 CHF 72,000 72,000 72,441 72,441 484,373 CHF 485,097 CHF 100.00% 100.00%

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