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 0.59% 7.37 CHF 7.39 CHF 3,450 3,450 2,288 2,288 17,727 CHF 17,823 CHF 100.00% 100.00%
19/11/2024 0.55% 7.65 CHF 7.67 CHF 3,600 3,600 2,431 2,431 17,849 CHF 17,937 CHF 100.00% 100.00%
18/11/2024 0.54% 7.36 CHF 7.38 CHF 3,810 3,810 2,561 2,561 18,381 CHF 18,472 CHF 100.00% 100.00%
15/11/2024 0.63% 6.90 CHF 6.92 CHF 3,630 3,630 2,387 2,387 17,527 CHF 17,630 CHF 72.08% 72.08%
14/11/2024 0.56% 7.64 CHF 7.66 CHF 3,360 3,360 2,210 2,210 17,915 CHF 18,008 CHF 100.00% 100.00%
13/11/2024 0.58% 8.27 CHF 8.30 CHF 3,140 3,140 2,092 2,092 17,775 CHF 17,871 CHF 99.70% 99.70%
12/11/2024 0.59% 8.36 CHF 8.39 CHF 3,210 3,210 2,143 2,143 18,012 CHF 18,111 CHF 100.00% 100.00%
11/11/2024 0.57% 8.34 CHF 8.36 CHF 3,320 3,320 2,236 2,236 18,313 CHF 18,407 CHF 100.00% 100.00%
08/11/2024 0.60% 8.10 CHF 8.13 CHF 3,230 3,230 2,158 2,158 17,862 CHF 17,962 CHF 100.00% 100.00%
07/11/2024 0.58% 8.20 CHF 8.22 CHF 3,450 3,450 2,322 2,322 18,592 CHF 18,690 CHF 100.00% 100.00%

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