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% 6.85 CHF 6.86 CHF 100,000 100,000 43,925 43,925 301,968 CHF 302,409 CHF 99.90% 99.90%
19/11/2024 0.15% 6.77 CHF 6.78 CHF 100,000 100,000 45,724 45,724 307,354 CHF 307,812 CHF 100.00% 100.00%
18/11/2024 0.15% 6.85 CHF 6.86 CHF 100,000 100,000 44,143 44,143 299,243 CHF 299,686 CHF 99.90% 99.90%
15/11/2024 0.14% 6.94 CHF 6.95 CHF 100,000 100,000 44,477 44,477 313,693 CHF 314,140 CHF 99.85% 99.85%
14/11/2024 0.23% 7.23 CHF 7.26 CHF 48,500 48,500 31,267 31,267 226,348 CHF 226,922 CHF 98.97% 98.97%
13/11/2024 0.14% 7.21 CHF 7.22 CHF 98,000 98,000 43,920 43,920 317,839 CHF 318,279 CHF 100.00% 100.00%
12/11/2024 0.14% 7.29 CHF 7.30 CHF 97,000 97,000 43,714 43,714 319,291 CHF 319,729 CHF 97.99% 97.99%
11/11/2024 0.14% 7.20 CHF 7.21 CHF 98,000 98,000 44,141 44,141 320,798 CHF 321,240 CHF 99.50% 99.50%
08/11/2024 0.14% 7.26 CHF 7.27 CHF 98,000 98,000 43,875 43,875 320,030 CHF 320,471 CHF 99.18% 99.18%
07/11/2024 0.14% 7.30 CHF 7.31 CHF 97,000 97,000 44,203 44,203 314,934 CHF 315,377 CHF 99.74% 99.74%

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