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% 6.55 CHF 6.56 CHF 100,000 100,000 43,926 43,926 288,710 CHF 289,150 CHF 99.90% 99.90%
19/11/2024 0.16% 6.47 CHF 6.48 CHF 100,000 100,000 45,725 45,725 293,596 CHF 294,054 CHF 100.00% 100.00%
18/11/2024 0.16% 6.55 CHF 6.56 CHF 100,000 100,000 44,142 44,142 285,897 CHF 286,339 CHF 99.90% 99.90%
15/11/2024 0.15% 6.64 CHF 6.65 CHF 100,000 100,000 44,474 44,474 300,213 CHF 300,660 CHF 99.85% 99.85%
14/11/2024 0.24% 6.93 CHF 6.96 CHF 48,500 48,500 31,267 31,267 216,893 CHF 217,467 CHF 98.97% 98.97%
13/11/2024 0.15% 6.91 CHF 6.92 CHF 98,000 98,000 43,924 43,924 304,665 CHF 305,105 CHF 100.00% 100.00%
12/11/2024 0.15% 6.99 CHF 7.00 CHF 97,000 97,000 43,716 43,716 306,185 CHF 306,623 CHF 97.99% 97.99%
11/11/2024 0.14% 6.90 CHF 6.91 CHF 98,000 98,000 44,142 44,142 307,587 CHF 308,028 CHF 99.50% 99.50%
08/11/2024 0.15% 6.96 CHF 6.97 CHF 98,000 98,000 43,875 43,875 307,013 CHF 307,454 CHF 99.18% 99.18%
07/11/2024 0.15% 7.00 CHF 7.01 CHF 97,000 97,000 44,202 44,202 301,800 CHF 302,243 CHF 99.74% 99.74%

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