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
25/11/2024 0.13% 7.64 CHF 7.65 CHF 100,000 100,000 44,520 44,520 340,295 CHF 340,741 CHF 99.93% 99.93%
22/11/2024 0.14% 7.59 CHF 7.60 CHF 100,000 100,000 44,464 44,464 338,653 CHF 339,100 CHF 100.00% 100.00%
20/11/2024 0.13% 7.54 CHF 7.55 CHF 100,000 100,000 43,923 43,923 332,234 CHF 332,674 CHF 99.90% 99.90%
19/11/2024 0.14% 7.46 CHF 7.47 CHF 100,000 100,000 45,724 45,724 338,760 CHF 339,218 CHF 100.00% 100.00%
18/11/2024 0.14% 7.54 CHF 7.55 CHF 100,000 100,000 44,140 44,140 329,692 CHF 330,134 CHF 99.90% 99.90%
15/11/2024 0.13% 7.63 CHF 7.64 CHF 100,000 100,000 44,476 44,476 344,418 CHF 344,864 CHF 99.85% 99.85%
14/11/2024 0.21% 7.92 CHF 7.95 CHF 48,500 48,500 31,267 31,267 247,965 CHF 248,538 CHF 98.97% 98.97%
13/11/2024 0.13% 7.89 CHF 7.90 CHF 98,000 98,000 43,921 43,921 348,037 CHF 348,477 CHF 100.00% 100.00%
12/11/2024 0.13% 7.98 CHF 7.99 CHF 97,000 97,000 43,714 43,714 349,263 CHF 349,700 CHF 97.99% 97.99%
11/11/2024 0.13% 7.88 CHF 7.89 CHF 98,000 98,000 44,146 44,146 351,023 CHF 351,465 CHF 99.50% 99.50%

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