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 0.12% 8.10 CHF 8.11 CHF 69,000 69,000 69,241 69,241 567,802 CHF 568,494 CHF 100.00% 100.00%
19/11/2024 0.12% 8.19 CHF 8.20 CHF 69,400 69,400 68,798 68,798 561,478 CHF 562,166 CHF 100.00% 100.00%
18/11/2024 0.12% 8.29 CHF 8.30 CHF 68,400 68,400 67,978 67,978 563,748 CHF 564,428 CHF 100.00% 100.00%
15/11/2024 0.12% 8.30 CHF 8.31 CHF 67,700 67,700 68,061 68,061 570,204 CHF 570,884 CHF 100.00% 100.00%
14/11/2024 0.12% 8.37 CHF 8.38 CHF 68,300 68,300 68,180 68,180 566,947 CHF 567,629 CHF 99.91% 99.91%
13/11/2024 0.12% 8.22 CHF 8.23 CHF 68,100 68,100 68,462 68,462 570,445 CHF 571,130 CHF 100.00% 100.00%
12/11/2024 0.12% 8.28 CHF 8.29 CHF 68,700 68,700 68,459 68,459 568,018 CHF 568,702 CHF 100.00% 100.00%
11/11/2024 0.12% 8.34 CHF 8.35 CHF 68,300 68,300 67,938 67,938 567,645 CHF 568,324 CHF 100.00% 100.00%
08/11/2024 0.12% 8.38 CHF 8.39 CHF 67,700 67,700 67,097 67,097 565,524 CHF 566,195 CHF 100.00% 100.00%
07/11/2024 0.12% 8.54 CHF 8.55 CHF 66,700 66,700 67,661 67,661 581,100 CHF 581,777 CHF 100.00% 100.00%

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