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 0.16% 6.30 CHF 6.31 CHF 100,000 100,000 43,871 43,871 277,152 CHF 277,591 CHF 99.68% 99.68%
19/11/2024 0.17% 6.22 CHF 6.23 CHF 100,000 100,000 45,703 45,703 281,803 CHF 282,261 CHF 99.96% 99.96%
18/11/2024 0.16% 6.29 CHF 6.30 CHF 100,000 100,000 44,021 44,021 273,861 CHF 274,302 CHF 99.53% 99.53%
15/11/2024 0.16% 6.38 CHF 6.39 CHF 100,000 100,000 44,432 44,432 288,590 CHF 289,036 CHF 99.77% 99.77%
14/11/2024 0.25% 6.68 CHF 6.71 CHF 48,500 48,500 31,258 31,258 208,868 CHF 209,442 CHF 98.92% 98.92%
13/11/2024 0.15% 6.65 CHF 6.66 CHF 98,000 98,000 43,809 43,809 292,827 CHF 293,266 CHF 99.54% 99.54%
12/11/2024 0.15% 6.74 CHF 6.75 CHF 97,000 97,000 43,547 43,547 294,018 CHF 294,454 CHF 97.66% 97.66%
11/11/2024 0.15% 6.65 CHF 6.66 CHF 98,000 98,000 44,002 44,002 295,561 CHF 296,001 CHF 99.24% 99.24%
08/11/2024 0.15% 6.71 CHF 6.72 CHF 98,000 98,000 43,872 43,872 296,069 CHF 296,510 CHF 99.20% 99.20%
07/11/2024 0.16% 6.75 CHF 6.76 CHF 97,000 97,000 44,202 44,202 290,748 CHF 291,191 CHF 99.74% 99.74%

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