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 0.14% 7.04 CHF 7.05 CHF 72,000 72,000 71,812 71,812 510,386 CHF 511,104 CHF 100.00% 100.00%
19/11/2024 0.14% 6.98 CHF 6.99 CHF 74,000 74,000 73,695 73,695 509,501 CHF 510,238 CHF 100.00% 100.00%
18/11/2024 0.14% 6.96 CHF 6.97 CHF 74,000 74,000 73,695 73,695 510,412 CHF 511,149 CHF 100.00% 100.00%
15/11/2024 0.14% 6.88 CHF 6.89 CHF 74,000 74,000 73,655 73,655 511,507 CHF 512,244 CHF 100.00% 100.00%
14/11/2024 0.14% 7.04 CHF 7.05 CHF 72,000 72,000 72,312 72,312 507,257 CHF 507,980 CHF 100.00% 100.00%
13/11/2024 0.14% 6.98 CHF 6.99 CHF 74,000 74,000 73,563 73,563 510,846 CHF 511,581 CHF 100.00% 100.00%
12/11/2024 0.14% 7.07 CHF 7.08 CHF 72,000 72,000 71,703 71,703 508,721 CHF 509,438 CHF 100.00% 100.00%
11/11/2024 0.14% 7.12 CHF 7.13 CHF 72,000 72,000 71,703 71,703 514,535 CHF 515,252 CHF 100.00% 100.00%
08/11/2024 0.14% 7.12 CHF 7.13 CHF 72,000 72,000 71,700 71,700 511,226 CHF 511,943 CHF 99.18% 99.18%
07/11/2024 0.14% 7.09 CHF 7.10 CHF 72,000 72,000 72,441 72,441 508,094 CHF 508,819 CHF 100.00% 100.00%

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