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 0.32% 6.29 CHF 6.31 CHF 43,100 43,100 42,439 42,439 268,646 CHF 269,495 CHF 100.00% 100.00%
19/11/2024 0.31% 6.58 CHF 6.60 CHF 42,000 42,000 43,627 43,627 284,227 CHF 285,100 CHF 100.00% 100.00%
18/11/2024 0.32% 6.32 CHF 6.34 CHF 44,700 44,700 44,580 44,580 277,949 CHF 278,841 CHF 100.00% 100.00%
15/11/2024 0.32% 6.17 CHF 6.19 CHF 44,600 44,600 44,906 44,906 276,815 CHF 277,713 CHF 98.67% 98.67%
14/11/2024 0.33% 6.21 CHF 6.23 CHF 45,100 45,100 42,618 42,618 260,313 CHF 261,165 CHF 99.91% 99.91%
13/11/2024 0.30% 6.50 CHF 6.52 CHF 41,000 41,000 40,700 40,700 267,922 CHF 268,736 CHF 100.00% 100.00%
12/11/2024 0.30% 6.66 CHF 6.68 CHF 40,500 40,500 40,079 40,079 267,536 CHF 268,338 CHF 100.00% 100.00%
11/11/2024 0.29% 6.81 CHF 6.83 CHF 39,800 39,800 37,395 37,395 256,660 CHF 257,408 CHF 100.00% 100.00%
08/11/2024 0.27% 7.34 CHF 7.36 CHF 35,800 35,800 36,583 36,583 274,695 CHF 275,426 CHF 100.00% 100.00%
07/11/2024 0.27% 7.51 CHF 7.53 CHF 37,100 37,100 37,523 37,523 273,616 CHF 274,367 CHF 100.00% 100.00%

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