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 0.26% 7.00 CHF 7.01 CHF 51,000 51,000 20,446 20,446 143,794 CHF 144,092 CHF 99.75% 99.75%
19/11/2024 0.27% 6.94 CHF 6.95 CHF 52,000 52,000 20,966 20,966 142,159 CHF 142,464 CHF 99.97% 99.97%
18/11/2024 0.27% 6.81 CHF 6.82 CHF 52,000 52,000 20,442 20,442 136,401 CHF 136,696 CHF 99.81% 99.81%
15/11/2024 0.25% 6.79 CHF 6.80 CHF 52,000 52,000 20,060 20,060 140,913 CHF 141,201 CHF 98.81% 98.81%
14/11/2024 0.24% 7.46 CHF 7.47 CHF 49,000 49,000 19,457 19,457 145,267 CHF 145,549 CHF 100.00% 100.00%
13/11/2024 0.24% 7.35 CHF 7.36 CHF 50,000 50,000 19,511 19,511 146,971 CHF 147,253 CHF 100.00% 100.00%
12/11/2024 0.28% 7.70 CHF 7.71 CHF 49,000 49,000 18,152 18,152 141,245 CHF 141,502 CHF 95.73% 99.66%
11/11/2024 0.22% 7.92 CHF 7.93 CHF 48,000 48,000 18,659 18,659 150,500 CHF 150,770 CHF 99.46% 99.46%
08/11/2024 0.21% 8.13 CHF 8.14 CHF 47,000 47,000 18,340 18,340 152,068 CHF 152,333 CHF 99.91% 99.91%
07/11/2024 0.42% 8.62 CHF 8.63 CHF 45,000 45,000 14,298 14,298 116,825 CHF 117,085 CHF 97.55% 97.55%

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