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% 7.93 CHF 7.94 CHF 100,000 200,000 100,000 200,000 797,345 CHF 1,596,690 CHF 99.39% 99.39%
19/11/2024 0.13% 7.85 CHF 7.86 CHF 100,000 200,000 100,000 200,000 779,573 CHF 1,561,150 CHF 99.39% 99.39%
18/11/2024 0.13% 7.93 CHF 7.94 CHF 100,000 200,000 197,976 200,000 1,556,820 CHF 1,574,840 CHF 99.20% 99.20%
15/11/2024 0.12% 8.02 CHF 8.03 CHF 200,000 200,000 200,000 200,000 1,633,810 CHF 1,635,810 CHF 99.43% 99.43%
14/11/2024 0.12% 8.32 CHF 8.33 CHF 200,000 200,000 200,000 200,000 1,666,090 CHF 1,668,090 CHF 99.35% 99.35%
13/11/2024 0.12% 8.28 CHF 8.29 CHF 200,000 200,000 200,000 200,000 1,665,140 CHF 1,667,140 CHF 99.33% 99.33%
12/11/2024 0.12% 8.36 CHF 8.37 CHF 200,000 200,000 200,000 200,000 1,667,890 CHF 1,669,890 CHF 99.00% 99.00%
11/11/2024 0.12% 8.27 CHF 8.28 CHF 200,000 200,000 200,000 200,000 1,676,160 CHF 1,678,160 CHF 95.64% 95.64%
08/11/2024 0.12% 8.32 CHF 8.33 CHF 200,000 200,000 200,000 200,000 1,672,940 CHF 1,674,940 CHF 99.25% 99.25%
07/11/2024 0.12% 8.36 CHF 8.37 CHF 200,000 200,000 200,000 200,000 1,625,380 CHF 1,627,380 CHF 99.29% 99.29%

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