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 0.13% 8.03 CHF 8.04 CHF 100,000 100,000 43,923 43,923 353,486 CHF 353,927 CHF 99.90% 99.90%
19/11/2024 0.13% 7.94 CHF 7.95 CHF 100,000 100,000 45,725 45,725 360,826 CHF 361,284 CHF 100.00% 100.00%
18/11/2024 0.13% 8.02 CHF 8.03 CHF 100,000 100,000 44,140 44,140 351,075 CHF 351,517 CHF 99.90% 99.90%
15/11/2024 0.12% 8.12 CHF 8.13 CHF 100,000 100,000 44,477 44,477 366,012 CHF 366,458 CHF 99.85% 99.85%
14/11/2024 0.20% 8.41 CHF 8.44 CHF 48,500 48,500 31,267 31,267 263,135 CHF 263,708 CHF 98.97% 98.97%
13/11/2024 0.12% 8.38 CHF 8.39 CHF 98,000 98,000 43,924 43,924 369,206 CHF 369,646 CHF 100.00% 100.00%
12/11/2024 0.12% 8.46 CHF 8.47 CHF 97,000 97,000 43,715 43,715 370,316 CHF 370,754 CHF 97.99% 97.99%
11/11/2024 0.12% 8.36 CHF 8.37 CHF 98,000 98,000 44,141 44,141 372,164 CHF 372,606 CHF 99.50% 99.50%
08/11/2024 0.12% 8.41 CHF 8.42 CHF 98,000 98,000 43,875 43,875 370,648 CHF 371,089 CHF 99.18% 99.18%
07/11/2024 0.12% 8.45 CHF 8.46 CHF 97,000 97,000 44,201 44,201 365,974 CHF 366,417 CHF 99.74% 99.74%

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