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% 6.74 CHF 6.75 CHF 50,000 50,000 50,000 50,000 341,238 CHF 341,738 CHF 99.37% 99.37%
19/11/2024 0.15% 6.75 CHF 6.76 CHF 50,000 50,000 50,000 50,000 332,400 CHF 332,900 CHF 99.26% 99.26%
18/11/2024 0.14% 6.83 CHF 6.84 CHF 50,000 50,000 50,000 50,000 348,496 CHF 348,996 CHF 99.30% 99.30%
15/11/2024 0.14% 7.06 CHF 7.07 CHF 50,000 50,000 50,000 50,000 349,013 CHF 349,513 CHF 99.39% 99.39%
14/11/2024 0.15% 6.92 CHF 6.93 CHF 50,000 50,000 50,000 50,000 343,739 CHF 344,239 CHF 99.35% 99.35%
13/11/2024 0.15% 6.82 CHF 6.83 CHF 50,000 50,000 50,000 50,000 333,127 CHF 333,627 CHF 99.38% 99.38%
12/11/2024 0.17% 5.56 CHF 5.57 CHF 50,000 50,000 50,000 50,000 292,335 CHF 292,835 CHF 99.08% 99.08%
11/11/2024 0.17% 5.88 CHF 5.89 CHF 50,000 50,000 50,000 50,000 292,438 CHF 292,938 CHF 99.29% 99.29%
08/11/2024 0.18% 5.63 CHF 5.64 CHF 50,000 50,000 50,000 50,000 277,265 CHF 277,765 CHF 99.38% 99.38%
07/11/2024 0.18% 5.53 CHF 5.54 CHF 50,000 50,000 50,000 50,000 271,719 CHF 272,219 CHF 99.27% 99.27%

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