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% 6.93 CHF 6.94 CHF 51,000 51,000 20,447 20,447 142,383 CHF 142,682 CHF 99.75% 99.75%
19/11/2024 0.27% 6.87 CHF 6.88 CHF 52,000 52,000 20,966 20,966 140,677 CHF 140,982 CHF 99.97% 99.97%
18/11/2024 0.27% 6.74 CHF 6.75 CHF 52,000 52,000 20,466 20,466 135,098 CHF 135,393 CHF 99.89% 99.89%
15/11/2024 0.25% 6.72 CHF 6.73 CHF 52,000 52,000 20,060 20,060 139,516 CHF 139,805 CHF 98.81% 98.81%
14/11/2024 0.24% 7.39 CHF 7.40 CHF 49,000 49,000 19,450 19,450 143,917 CHF 144,199 CHF 100.00% 100.00%
13/11/2024 0.24% 7.28 CHF 7.29 CHF 50,000 50,000 19,509 19,509 145,680 CHF 145,962 CHF 100.00% 100.00%
12/11/2024 0.28% 7.63 CHF 7.64 CHF 49,000 49,000 18,127 18,127 139,911 CHF 140,168 CHF 95.89% 99.82%
11/11/2024 0.22% 7.85 CHF 7.86 CHF 48,000 48,000 18,698 18,698 149,645 CHF 149,914 CHF 99.59% 99.59%
08/11/2024 0.22% 8.07 CHF 8.08 CHF 47,000 47,000 18,367 18,367 151,181 CHF 151,447 CHF 100.00% 100.00%
07/11/2024 0.42% 8.57 CHF 8.58 CHF 45,000 45,000 14,458 14,458 117,351 CHF 117,612 CHF 98.05% 98.05%

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