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 0.14% 7.50 CHF 7.51 CHF 100,000 100,000 43,866 43,866 329,734 CHF 330,174 CHF 99.67% 99.67%
19/11/2024 0.14% 7.41 CHF 7.42 CHF 100,000 100,000 45,670 45,670 336,198 CHF 336,656 CHF 99.90% 99.90%
18/11/2024 0.14% 7.49 CHF 7.50 CHF 100,000 100,000 44,019 44,019 326,705 CHF 327,146 CHF 99.53% 99.53%
15/11/2024 0.13% 7.58 CHF 7.59 CHF 100,000 100,000 44,333 44,333 341,253 CHF 341,698 CHF 99.59% 99.59%
14/11/2024 0.21% 7.88 CHF 7.91 CHF 48,500 48,500 31,246 31,246 246,369 CHF 246,941 CHF 98.85% 98.85%
13/11/2024 0.13% 7.85 CHF 7.86 CHF 98,000 98,000 43,762 43,762 344,784 CHF 345,223 CHF 99.70% 99.70%
12/11/2024 0.13% 7.93 CHF 7.94 CHF 97,000 97,000 43,510 43,510 345,651 CHF 346,086 CHF 97.59% 97.59%
11/11/2024 0.13% 7.84 CHF 7.85 CHF 98,000 98,000 44,001 44,001 347,885 CHF 348,326 CHF 99.24% 99.24%
08/11/2024 0.13% 7.89 CHF 7.90 CHF 98,000 98,000 43,871 43,871 347,796 CHF 348,237 CHF 99.20% 99.20%
07/11/2024 0.13% 7.93 CHF 7.94 CHF 97,000 97,000 44,202 44,202 342,928 CHF 343,371 CHF 99.74% 99.74%

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