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% 7.71 CHF 7.72 CHF 100,000 100,000 100,000 100,000 775,224 CHF 776,224 CHF 99.46% 99.46%
19/11/2024 0.13% 7.63 CHF 7.64 CHF 100,000 100,000 100,000 100,000 757,506 CHF 758,506 CHF 99.32% 99.32%
18/11/2024 0.13% 7.71 CHF 7.72 CHF 100,000 100,000 100,000 100,000 764,242 CHF 765,242 CHF 99.36% 99.36%
15/11/2024 0.13% 7.80 CHF 7.81 CHF 100,000 100,000 100,000 100,000 794,716 CHF 795,716 CHF 99.32% 99.32%
14/11/2024 0.12% 8.09 CHF 8.10 CHF 100,000 100,000 100,000 100,000 810,854 CHF 811,854 CHF 99.23% 99.23%
13/11/2024 0.12% 8.06 CHF 8.07 CHF 100,000 100,000 100,000 100,000 810,522 CHF 811,522 CHF 99.33% 99.33%
12/11/2024 0.12% 8.14 CHF 8.15 CHF 100,000 100,000 100,000 100,000 811,955 CHF 812,955 CHF 99.16% 99.16%
11/11/2024 0.12% 8.05 CHF 8.06 CHF 100,000 100,000 100,000 100,000 816,156 CHF 817,156 CHF 95.59% 95.59%
08/11/2024 0.12% 8.10 CHF 8.11 CHF 100,000 100,000 100,000 100,000 814,743 CHF 815,743 CHF 99.39% 99.39%
07/11/2024 0.13% 8.15 CHF 8.16 CHF 100,000 100,000 100,000 100,000 790,798 CHF 791,798 CHF 98.70% 98.70%

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