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 0.15% 6.89 CHF 6.90 CHF 100,000 100,000 43,864 43,864 303,102 CHF 303,542 CHF 99.79% 99.79%
19/11/2024 0.15% 6.81 CHF 6.82 CHF 100,000 100,000 45,716 45,716 308,898 CHF 309,356 CHF 99.99% 99.99%
18/11/2024 0.15% 6.88 CHF 6.89 CHF 100,000 100,000 44,021 44,021 299,988 CHF 300,429 CHF 99.53% 99.53%
15/11/2024 0.14% 6.98 CHF 6.99 CHF 100,000 100,000 44,379 44,379 314,624 CHF 315,069 CHF 99.67% 99.67%
14/11/2024 0.23% 7.27 CHF 7.30 CHF 48,500 48,500 31,248 31,248 227,385 CHF 227,957 CHF 98.87% 98.87%
13/11/2024 0.14% 7.24 CHF 7.25 CHF 98,000 98,000 43,817 43,817 318,756 CHF 319,195 CHF 99.55% 99.55%
12/11/2024 0.14% 7.33 CHF 7.34 CHF 97,000 97,000 43,539 43,539 319,634 CHF 320,070 CHF 97.65% 97.65%
11/11/2024 0.14% 7.24 CHF 7.25 CHF 98,000 98,000 43,996 43,996 321,390 CHF 321,831 CHF 99.23% 99.23%
08/11/2024 0.14% 7.30 CHF 7.31 CHF 98,000 98,000 43,870 43,870 321,630 CHF 322,071 CHF 99.20% 99.20%
07/11/2024 0.14% 7.34 CHF 7.35 CHF 97,000 97,000 44,201 44,201 316,522 CHF 316,966 CHF 99.74% 99.74%

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