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 0.79% 6.39 CHF 6.43 CHF 5,000 5,000 9,981 1,856 66,888 CHF 12,197 CHF 98.07% 98.69%
19/11/2024 0.91% 6.22 CHF 6.25 CHF 10,000 5,000 10,000 1,868 58,778 CHF 11,225 CHF 99.61% 99.61%
18/11/2024 0.97% 5.69 CHF 5.72 CHF 10,000 5,000 10,000 1,874 55,021 CHF 10,380 CHF 98.95% 98.95%
15/11/2024 0.80% 6.13 CHF 6.16 CHF 10,000 5,000 10,000 1,877 65,811 CHF 12,117 CHF 98.62% 98.62%
14/11/2024 0.76% 7.19 CHF 7.22 CHF 10,000 5,000 10,000 1,868 69,947 CHF 13,202 CHF 99.59% 99.59%
13/11/2024 0.75% 6.93 CHF 6.96 CHF 10,000 5,000 10,000 1,887 71,110 CHF 13,387 CHF 97.53% 97.53%
12/11/2024 0.81% 7.07 CHF 7.10 CHF 10,000 5,000 10,000 1,868 66,361 CHF 12,900 CHF 99.60% 99.60%
11/11/2024 0.76% 6.73 CHF 6.76 CHF 10,000 5,000 10,000 1,871 69,519 CHF 12,816 CHF 99.29% 99.29%
08/11/2024 0.74% 6.96 CHF 6.99 CHF 10,000 5,000 10,000 1,871 71,412 CHF 13,304 CHF 99.17% 99.17%
07/11/2024 0.80% 6.98 CHF 7.01 CHF 10,000 5,000 10,000 1,872 67,050 CHF 12,919 CHF 99.22% 99.22%

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