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% 6.40 CHF 6.41 CHF 100,000 100,000 43,865 43,865 281,625 CHF 282,064 CHF 99.80% 99.80%
19/11/2024 0.16% 6.32 CHF 6.33 CHF 100,000 100,000 45,725 45,725 286,618 CHF 287,076 CHF 100.00% 100.00%
18/11/2024 0.16% 6.39 CHF 6.40 CHF 100,000 100,000 44,019 44,019 278,381 CHF 278,822 CHF 99.53% 99.53%
15/11/2024 0.15% 6.48 CHF 6.49 CHF 100,000 100,000 44,333 44,333 292,526 CHF 292,971 CHF 99.58% 99.58%
14/11/2024 0.25% 6.78 CHF 6.81 CHF 48,500 48,500 31,249 31,249 212,029 CHF 212,602 CHF 98.87% 98.87%
13/11/2024 0.15% 6.76 CHF 6.77 CHF 98,000 98,000 43,768 43,768 297,023 CHF 297,461 CHF 99.71% 99.71%
12/11/2024 0.15% 6.84 CHF 6.85 CHF 97,000 97,000 43,486 43,486 298,054 CHF 298,489 CHF 97.55% 97.55%
11/11/2024 0.15% 6.75 CHF 6.76 CHF 98,000 98,000 44,019 44,019 300,155 CHF 300,596 CHF 99.27% 99.27%
08/11/2024 0.15% 6.81 CHF 6.82 CHF 98,000 98,000 43,871 43,871 300,495 CHF 300,936 CHF 99.20% 99.20%
07/11/2024 0.15% 6.86 CHF 6.87 CHF 97,000 97,000 44,200 44,200 295,207 CHF 295,650 CHF 99.74% 99.74%

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