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% 7.88 CHF 7.89 CHF 51,000 51,000 20,447 20,447 161,868 CHF 162,166 CHF 99.75% 99.75%
19/11/2024 0.24% 7.82 CHF 7.83 CHF 52,000 52,000 20,967 20,967 160,618 CHF 160,924 CHF 99.97% 99.97%
18/11/2024 0.24% 7.70 CHF 7.71 CHF 52,000 52,000 20,444 20,444 154,491 CHF 154,786 CHF 99.82% 99.82%
15/11/2024 0.22% 7.67 CHF 7.68 CHF 52,000 52,000 20,060 20,060 158,687 CHF 158,975 CHF 98.81% 98.81%
14/11/2024 0.22% 8.34 CHF 8.35 CHF 49,000 49,000 19,454 19,454 162,470 CHF 162,752 CHF 100.00% 100.00%
13/11/2024 0.21% 8.23 CHF 8.24 CHF 50,000 50,000 19,511 19,511 164,130 CHF 164,412 CHF 100.00% 100.00%
12/11/2024 0.25% 8.58 CHF 8.59 CHF 49,000 49,000 18,156 18,156 157,228 CHF 157,485 CHF 95.68% 99.61%
11/11/2024 0.20% 8.79 CHF 8.80 CHF 48,000 48,000 18,664 18,664 166,880 CHF 167,149 CHF 99.47% 99.47%
08/11/2024 0.19% 9.00 CHF 9.01 CHF 47,000 47,000 18,330 18,330 167,902 CHF 168,168 CHF 99.87% 99.87%
07/11/2024 0.38% 9.49 CHF 9.50 CHF 45,000 45,000 14,289 14,289 129,164 CHF 129,424 CHF 97.52% 97.52%

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