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 0.11% 8.39 CHF 8.40 CHF 250,000 80,000 250,000 80,000 2,175,980 CHF 697,113 CHF 99.35% 99.35%
19/11/2024 0.12% 8.49 CHF 8.50 CHF 250,000 80,000 250,000 80,000 2,126,420 CHF 681,255 CHF 97.30% 97.30%
18/11/2024 0.12% 8.35 CHF 8.36 CHF 250,000 80,000 250,000 80,000 2,021,390 CHF 647,644 CHF 96.72% 96.72%
15/11/2024 0.13% 7.63 CHF 7.64 CHF 250,000 80,000 250,000 80,000 1,863,500 CHF 597,119 CHF 99.35% 99.35%
14/11/2024 0.13% 7.30 CHF 7.31 CHF 250,000 80,000 250,000 80,000 1,934,010 CHF 619,684 CHF 98.24% 98.24%
13/11/2024 0.12% 8.43 CHF 8.44 CHF 250,000 80,000 250,000 80,000 2,076,690 CHF 665,341 CHF 96.84% 96.84%
12/11/2024 0.12% 8.07 CHF 8.08 CHF 250,000 80,000 250,000 80,000 2,136,180 CHF 684,377 CHF 80.23% 80.23%
11/11/2024 0.12% 8.44 CHF 8.45 CHF 250,000 80,000 250,000 80,000 2,047,440 CHF 655,980 CHF 95.96% 95.96%
08/11/2024 0.15% 6.89 CHF 6.90 CHF 250,000 80,000 250,000 80,000 1,648,050 CHF 528,175 CHF 93.18% 93.18%
07/11/2024 0.16% 6.50 CHF 6.51 CHF 250,000 80,000 250,000 80,000 1,567,960 CHF 502,548 CHF 98.64% 98.64%

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