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% 6.78 CHF 6.79 CHF 100,000 100,000 43,869 43,869 298,605 CHF 299,045 CHF 99.68% 99.68%
19/11/2024 0.15% 6.71 CHF 6.72 CHF 100,000 100,000 45,677 45,677 303,922 CHF 304,379 CHF 99.91% 99.91%
18/11/2024 0.15% 6.78 CHF 6.79 CHF 100,000 100,000 44,019 44,019 295,414 CHF 295,855 CHF 99.53% 99.53%
15/11/2024 0.15% 6.87 CHF 6.88 CHF 100,000 100,000 44,306 44,306 309,504 CHF 309,949 CHF 99.53% 99.53%
14/11/2024 0.23% 7.17 CHF 7.20 CHF 48,500 48,500 31,250 31,250 224,154 CHF 224,727 CHF 98.93% 98.93%
13/11/2024 0.14% 7.14 CHF 7.15 CHF 98,000 98,000 43,794 43,794 314,077 CHF 314,516 CHF 99.43% 99.43%
12/11/2024 0.14% 7.23 CHF 7.24 CHF 97,000 97,000 43,558 43,558 315,285 CHF 315,721 CHF 97.68% 97.68%
11/11/2024 0.14% 7.13 CHF 7.14 CHF 98,000 98,000 44,060 44,060 317,338 CHF 317,780 CHF 99.34% 99.34%
08/11/2024 0.14% 7.19 CHF 7.20 CHF 98,000 98,000 43,875 43,875 317,198 CHF 317,639 CHF 99.20% 99.20%
07/11/2024 0.15% 7.24 CHF 7.25 CHF 97,000 97,000 44,181 44,181 311,878 CHF 312,320 CHF 99.74% 99.74%

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