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% 6.29 CHF 6.30 CHF 100,000 100,000 100,000 100,000 627,922 CHF 628,922 CHF 100.00% 100.00%
19/11/2024 0.16% 6.26 CHF 6.27 CHF 100,000 100,000 100,000 100,000 625,721 CHF 626,721 CHF 99.92% 99.92%
18/11/2024 0.16% 6.15 CHF 6.16 CHF 100,000 100,000 52,094 52,092 320,409 CHF 320,914 CHF 99.91% 99.91%
15/11/2024 0.17% 6.03 CHF 6.04 CHF 25,000 25,000 25,000 25,000 149,260 CHF 149,510 CHF 100.00% 100.00%
14/11/2024 0.17% 5.84 CHF 5.85 CHF 25,000 25,000 25,000 25,000 146,867 CHF 147,117 CHF 100.00% 100.00%
13/11/2024 0.17% 5.99 CHF 6.00 CHF 25,000 25,000 25,000 25,000 147,607 CHF 147,857 CHF 100.00% 100.00%
12/11/2024 0.18% 5.74 CHF 5.75 CHF 25,000 25,000 25,000 25,000 142,002 CHF 142,252 CHF 99.71% 99.71%
11/11/2024 0.17% 5.79 CHF 5.80 CHF 25,000 25,000 25,000 25,000 144,804 CHF 145,054 CHF 99.91% 99.91%
08/11/2024 0.17% 5.95 CHF 5.96 CHF 25,000 25,000 25,000 25,000 148,666 CHF 148,916 CHF 100.00% 100.00%
07/11/2024 0.17% 5.88 CHF 5.89 CHF 25,000 25,000 25,000 25,000 146,438 CHF 146,688 CHF 99.91% 99.91%

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