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 0.28% 7.05 CHF 7.07 CHF 30,000 30,000 29,628 29,628 212,957 CHF 213,550 CHF 100.00% 100.00%
19/11/2024 0.29% 7.05 CHF 7.07 CHF 30,000 30,000 29,869 29,869 207,178 CHF 207,776 CHF 99.14% 99.14%
18/11/2024 0.27% 7.54 CHF 7.56 CHF 29,600 29,600 29,354 29,354 220,323 CHF 220,911 CHF 100.00% 100.00%
15/11/2024 0.26% 7.64 CHF 7.66 CHF 29,200 29,200 29,088 29,088 226,457 CHF 227,038 CHF 73.49% 73.49%
14/11/2024 0.27% 7.80 CHF 7.82 CHF 29,100 29,100 29,035 29,035 218,306 CHF 218,888 CHF 100.00% 100.00%
13/11/2024 0.28% 7.14 CHF 7.16 CHF 29,700 29,700 29,340 29,340 211,126 CHF 211,713 CHF 98.98% 98.98%
12/11/2024 0.27% 7.13 CHF 7.15 CHF 29,700 29,700 29,111 29,111 217,102 CHF 217,684 CHF 100.00% 100.00%
11/11/2024 0.26% 7.81 CHF 7.83 CHF 29,100 29,100 28,894 28,894 223,002 CHF 223,580 CHF 100.00% 100.00%
08/11/2024 0.28% 7.33 CHF 7.35 CHF 29,500 29,500 29,294 29,294 213,840 CHF 214,427 CHF 100.00% 100.00%
07/11/2024 0.26% 7.61 CHF 7.63 CHF 29,300 29,300 28,993 28,993 222,080 CHF 222,660 CHF 100.00% 100.00%

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