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 0.23% 7.98 CHF 7.99 CHF 51,000 51,000 20,448 20,448 163,822 CHF 164,121 CHF 99.75% 99.75%
19/11/2024 0.23% 7.91 CHF 7.92 CHF 52,000 52,000 20,965 20,965 162,615 CHF 162,920 CHF 99.97% 99.97%
18/11/2024 0.24% 7.79 CHF 7.80 CHF 52,000 52,000 20,445 20,445 156,470 CHF 156,765 CHF 99.82% 99.82%
15/11/2024 0.22% 7.77 CHF 7.78 CHF 52,000 52,000 20,059 20,059 160,606 CHF 160,895 CHF 98.81% 98.81%
14/11/2024 0.21% 8.44 CHF 8.45 CHF 49,000 49,000 19,455 19,455 164,343 CHF 164,625 CHF 100.00% 100.00%
13/11/2024 0.21% 8.32 CHF 8.33 CHF 50,000 50,000 19,510 19,510 165,991 CHF 166,273 CHF 100.00% 100.00%
12/11/2024 0.24% 8.67 CHF 8.68 CHF 49,000 49,000 18,150 18,150 158,901 CHF 159,159 CHF 95.66% 99.59%
11/11/2024 0.20% 8.89 CHF 8.90 CHF 48,000 48,000 18,663 18,663 168,664 CHF 168,933 CHF 99.47% 99.47%
08/11/2024 0.19% 9.09 CHF 9.10 CHF 47,000 47,000 18,339 18,339 169,714 CHF 169,979 CHF 99.90% 99.90%
07/11/2024 0.37% 9.59 CHF 9.60 CHF 45,000 45,000 14,296 14,296 130,575 CHF 130,835 CHF 97.54% 97.54%

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