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 0.16% 6.21 CHF 6.22 CHF 72,000 72,000 71,812 71,812 450,606 CHF 451,324 CHF 100.00% 100.00%
19/11/2024 0.16% 6.15 CHF 6.16 CHF 74,000 74,000 73,695 73,695 448,205 CHF 448,942 CHF 100.00% 100.00%
18/11/2024 0.16% 6.13 CHF 6.14 CHF 74,000 74,000 73,695 73,695 448,949 CHF 449,686 CHF 100.00% 100.00%
15/11/2024 0.16% 6.04 CHF 6.05 CHF 74,000 74,000 73,655 73,655 450,003 CHF 450,740 CHF 100.00% 100.00%
14/11/2024 0.16% 6.20 CHF 6.21 CHF 72,000 72,000 72,312 72,312 446,956 CHF 447,679 CHF 100.00% 100.00%
13/11/2024 0.16% 6.15 CHF 6.16 CHF 74,000 74,000 73,563 73,563 449,477 CHF 450,213 CHF 100.00% 100.00%
12/11/2024 0.16% 6.24 CHF 6.25 CHF 72,000 72,000 71,703 71,703 448,969 CHF 449,686 CHF 100.00% 100.00%
11/11/2024 0.16% 6.28 CHF 6.29 CHF 72,000 72,000 71,703 71,703 454,730 CHF 455,447 CHF 100.00% 100.00%
08/11/2024 0.16% 6.29 CHF 6.30 CHF 72,000 72,000 71,700 71,700 451,308 CHF 452,025 CHF 99.18% 99.18%
07/11/2024 0.16% 6.26 CHF 6.27 CHF 72,000 72,000 72,441 72,441 447,381 CHF 448,106 CHF 100.00% 100.00%

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