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 0.22% 8.39 CHF 8.40 CHF 51,000 51,000 20,446 20,446 172,197 CHF 172,496 CHF 99.75% 99.75%
19/11/2024 0.22% 8.32 CHF 8.33 CHF 52,000 52,000 20,966 20,966 171,162 CHF 171,468 CHF 99.97% 99.97%
18/11/2024 0.22% 8.20 CHF 8.21 CHF 52,000 52,000 20,465 20,465 164,986 CHF 165,281 CHF 99.88% 99.88%
15/11/2024 0.21% 8.18 CHF 8.19 CHF 52,000 52,000 20,059 20,059 168,868 CHF 169,157 CHF 98.81% 98.81%
14/11/2024 0.20% 8.85 CHF 8.86 CHF 49,000 49,000 19,451 19,451 172,365 CHF 172,647 CHF 100.00% 100.00%
13/11/2024 0.20% 8.74 CHF 8.75 CHF 50,000 50,000 19,513 19,513 174,059 CHF 174,341 CHF 100.00% 100.00%
12/11/2024 0.23% 9.08 CHF 9.09 CHF 49,000 49,000 18,128 18,128 166,212 CHF 166,469 CHF 95.89% 99.82%
11/11/2024 0.19% 9.30 CHF 9.31 CHF 48,000 48,000 18,698 18,698 176,710 CHF 176,980 CHF 99.59% 99.59%
08/11/2024 0.18% 9.51 CHF 9.52 CHF 47,000 47,000 18,367 18,367 177,524 CHF 177,790 CHF 100.00% 100.00%
07/11/2024 0.36% 10.00 CHF 10.01 CHF 45,000 45,000 14,458 14,458 138,084 CHF 138,345 CHF 98.05% 98.05%

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