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 0.17% 5.92 CHF 5.93 CHF 100,000 100,000 43,892 43,892 260,673 CHF 261,113 CHF 99.84% 99.84%
19/11/2024 0.18% 5.84 CHF 5.85 CHF 100,000 100,000 45,725 45,725 264,686 CHF 265,144 CHF 100.00% 100.00%
18/11/2024 0.17% 5.91 CHF 5.92 CHF 100,000 100,000 44,019 44,019 257,171 CHF 257,612 CHF 99.53% 99.53%
15/11/2024 0.17% 6.00 CHF 6.01 CHF 100,000 100,000 44,380 44,380 271,411 CHF 271,857 CHF 99.66% 99.66%
14/11/2024 0.27% 6.30 CHF 6.33 CHF 48,500 48,500 31,250 31,250 196,959 CHF 197,531 CHF 98.87% 98.87%
13/11/2024 0.16% 6.28 CHF 6.29 CHF 98,000 98,000 43,767 43,767 276,026 CHF 276,465 CHF 99.71% 99.71%
12/11/2024 0.16% 6.36 CHF 6.37 CHF 97,000 97,000 43,520 43,520 277,461 CHF 277,896 CHF 97.61% 97.61%
11/11/2024 0.16% 6.27 CHF 6.28 CHF 98,000 98,000 44,059 44,059 279,407 CHF 279,848 CHF 99.34% 99.34%
08/11/2024 0.16% 6.34 CHF 6.35 CHF 98,000 98,000 43,871 43,871 279,734 CHF 280,175 CHF 99.20% 99.20%
07/11/2024 0.17% 6.38 CHF 6.39 CHF 97,000 97,000 44,182 44,182 274,143 CHF 274,586 CHF 99.74% 99.74%

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