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 0.80% 8.69 CHF 8.76 CHF 12,700 12,700 12,700 12,700 110,283 CHF 111,172 CHF 100.00% 100.00%
19/11/2024 0.86% 8.08 CHF 8.15 CHF 13,300 13,300 13,052 13,052 105,459 CHF 106,372 CHF 99.85% 99.85%
18/11/2024 0.84% 8.14 CHF 8.21 CHF 12,600 12,600 12,643 12,643 104,974 CHF 105,859 CHF 100.00% 100.00%
15/11/2024 0.84% 8.24 CHF 8.31 CHF 12,500 12,500 12,500 12,500 103,566 CHF 104,441 CHF 100.00% 100.00%
14/11/2024 0.86% 8.33 CHF 8.40 CHF 12,500 12,500 12,766 12,766 103,500 CHF 104,394 CHF 100.00% 100.00%
13/11/2024 0.84% 8.28 CHF 8.35 CHF 12,600 12,600 12,600 12,600 104,700 CHF 105,582 CHF 100.00% 100.00%
12/11/2024 0.83% 8.27 CHF 8.34 CHF 12,200 12,200 12,200 12,200 102,696 CHF 103,550 CHF 99.88% 99.88%
11/11/2024 0.79% 8.78 CHF 8.85 CHF 12,100 12,100 12,100 12,100 106,518 CHF 107,365 CHF 100.00% 100.00%
08/11/2024 0.91% 8.61 CHF 8.69 CHF 11,200 11,200 11,200 11,200 97,778 CHF 98,674 CHF 98.90% 98.90%
07/11/2024 0.73% 9.72 CHF 9.79 CHF 12,300 12,300 12,300 12,300 117,421 CHF 118,282 CHF 100.00% 100.00%

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