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 0.16% 6.39 CHF 6.40 CHF 150,000 50,000 150,000 50,000 964,843 CHF 322,114 CHF 99.37% 99.37%
19/11/2024 0.16% 6.33 CHF 6.34 CHF 150,000 50,000 332,158 110,696 2,088,070 CHF 696,981 CHF 99.38% 99.38%
18/11/2024 0.15% 6.61 CHF 6.62 CHF 450,000 150,000 450,000 150,000 2,993,170 CHF 999,224 CHF 97.57% 97.57%
15/11/2024 0.15% 6.67 CHF 6.68 CHF 450,000 150,000 450,000 150,000 3,062,340 CHF 1,022,280 CHF 99.38% 99.38%
14/11/2024 0.15% 6.95 CHF 6.96 CHF 450,000 150,000 450,000 150,000 3,051,030 CHF 1,018,510 CHF 99.38% 99.38%
13/11/2024 0.15% 6.64 CHF 6.65 CHF 450,000 150,000 450,000 150,000 2,998,600 CHF 1,001,030 CHF 96.95% 96.95%
12/11/2024 0.15% 6.55 CHF 6.56 CHF 450,000 150,000 450,000 150,000 3,005,010 CHF 1,003,170 CHF 96.92% 96.92%
11/11/2024 0.15% 6.69 CHF 6.70 CHF 450,000 150,000 450,000 150,000 2,985,620 CHF 996,705 CHF 99.35% 99.35%
08/11/2024 0.15% 6.54 CHF 6.55 CHF 450,000 150,000 450,000 150,000 2,932,850 CHF 979,117 CHF 99.23% 99.23%
07/11/2024 0.15% 6.58 CHF 6.59 CHF 450,000 150,000 450,000 150,000 3,000,410 CHF 1,001,640 CHF 98.68% 98.68%

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