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 0.54% 9.13 CHF 9.15 CHF 150,000 150,000 123,022 123,022 1,144,620 CHF 1,147,330 CHF 100.00% 100.00%
19/11/2024 0.57% 9.03 CHF 9.05 CHF 150,000 150,000 122,943 122,943 1,088,430 CHF 1,091,140 CHF 99.93% 99.93%
18/11/2024 0.56% 8.57 CHF 8.59 CHF 150,000 150,000 122,982 122,982 1,076,930 CHF 1,079,630 CHF 100.00% 100.00%
15/11/2024 0.53% 9.08 CHF 9.10 CHF 150,000 150,000 123,042 123,042 1,156,740 CHF 1,159,440 CHF 100.00% 100.00%
14/11/2024 0.60% 9.15 CHF 9.17 CHF 150,000 150,000 123,224 123,224 1,069,240 CHF 1,071,940 CHF 99.08% 99.08%
13/11/2024 0.64% 8.40 CHF 8.42 CHF 150,000 150,000 123,009 123,009 1,014,050 CHF 1,016,760 CHF 100.00% 100.00%
12/11/2024 0.72% 7.69 CHF 7.71 CHF 150,000 150,000 123,066 123,066 901,664 CHF 904,368 CHF 100.00% 100.00%
11/11/2024 0.77% 6.63 CHF 6.65 CHF 150,000 150,000 123,033 123,033 820,619 CHF 823,323 CHF 100.00% 100.00%
08/11/2024 0.75% 6.48 CHF 6.50 CHF 150,000 150,000 123,006 123,006 822,530 CHF 825,234 CHF 100.00% 100.00%
07/11/2024 1.15% 6.73 CHF 6.75 CHF 150,000 150,000 123,041 123,041 781,254 CHF 784,601 CHF 100.00% 100.00%

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