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% 6.58 CHF 6.59 CHF 100,000 100,000 43,895 43,895 289,688 CHF 290,128 CHF 99.85% 99.85%
19/11/2024 0.16% 6.50 CHF 6.51 CHF 100,000 100,000 45,725 45,725 294,797 CHF 295,255 CHF 100.00% 100.00%
18/11/2024 0.16% 6.57 CHF 6.58 CHF 100,000 100,000 44,019 44,019 286,280 CHF 286,721 CHF 99.53% 99.53%
15/11/2024 0.15% 6.66 CHF 6.67 CHF 100,000 100,000 44,333 44,333 300,495 CHF 300,940 CHF 99.58% 99.58%
14/11/2024 0.24% 6.96 CHF 6.99 CHF 48,500 48,500 31,249 31,249 217,650 CHF 218,223 CHF 98.87% 98.87%
13/11/2024 0.15% 6.93 CHF 6.94 CHF 98,000 98,000 43,777 43,777 304,909 CHF 305,348 CHF 99.69% 99.69%
12/11/2024 0.15% 7.02 CHF 7.03 CHF 97,000 97,000 43,562 43,562 306,342 CHF 306,778 CHF 97.68% 97.68%
11/11/2024 0.14% 6.93 CHF 6.94 CHF 98,000 98,000 44,003 44,003 307,881 CHF 308,322 CHF 99.24% 99.24%
08/11/2024 0.15% 6.99 CHF 7.00 CHF 98,000 98,000 43,870 43,870 308,220 CHF 308,661 CHF 99.20% 99.20%
07/11/2024 0.15% 7.03 CHF 7.04 CHF 97,000 97,000 44,201 44,201 303,026 CHF 303,469 CHF 99.74% 99.74%

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