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% 6.65 CHF 6.66 CHF 100,000 100,000 43,922 43,922 293,113 CHF 293,553 CHF 99.90% 99.90%
19/11/2024 0.16% 6.57 CHF 6.58 CHF 100,000 100,000 45,727 45,727 298,204 CHF 298,662 CHF 100.00% 100.00%
18/11/2024 0.15% 6.65 CHF 6.66 CHF 100,000 100,000 44,139 44,139 290,318 CHF 290,760 CHF 99.90% 99.90%
15/11/2024 0.15% 6.74 CHF 6.75 CHF 100,000 100,000 44,476 44,476 304,714 CHF 305,161 CHF 99.85% 99.85%
14/11/2024 0.24% 7.03 CHF 7.06 CHF 48,500 48,500 31,258 31,258 219,982 CHF 220,556 CHF 98.97% 98.97%
13/11/2024 0.14% 7.01 CHF 7.02 CHF 98,000 98,000 43,924 43,924 309,066 CHF 309,506 CHF 100.00% 100.00%
12/11/2024 0.14% 7.09 CHF 7.10 CHF 97,000 97,000 43,714 43,714 310,551 CHF 310,989 CHF 97.99% 97.99%
11/11/2024 0.14% 7.00 CHF 7.01 CHF 98,000 98,000 44,145 44,145 312,022 CHF 312,464 CHF 99.50% 99.50%
08/11/2024 0.15% 7.06 CHF 7.07 CHF 98,000 98,000 43,877 43,877 311,371 CHF 311,812 CHF 99.18% 99.18%
07/11/2024 0.15% 7.10 CHF 7.11 CHF 97,000 97,000 44,181 44,181 306,031 CHF 306,474 CHF 99.74% 99.74%

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