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 0.83% 6.37 CHF 6.42 CHF 11,900 11,900 11,898 11,898 71,473 CHF 72,068 CHF 100.00% 100.00%
19/11/2024 0.63% 6.32 CHF 6.36 CHF 14,000 14,000 14,003 14,003 88,076 CHF 88,636 CHF 100.00% 100.00%
18/11/2024 0.70% 5.54 CHF 5.58 CHF 12,500 12,500 12,692 12,692 72,673 CHF 73,181 CHF 100.00% 100.00%
15/11/2024 0.72% 5.84 CHF 5.88 CHF 13,500 13,500 13,253 13,253 73,593 CHF 74,123 CHF 100.00% 100.00%
14/11/2024 0.81% 5.59 CHF 5.64 CHF 10,400 10,400 10,576 10,576 65,541 CHF 66,070 CHF 100.00% 100.00%
13/11/2024 0.83% 6.91 CHF 6.97 CHF 9,400 9,400 9,551 9,551 69,136 CHF 69,709 CHF 100.00% 100.00%
12/11/2024 0.70% 7.91 CHF 7.95 CHF 12,500 12,500 12,249 12,249 86,854 CHF 87,465 CHF 99.86% 99.86%
11/11/2024 0.86% 5.92 CHF 5.97 CHF 11,000 11,000 11,010 11,010 64,059 CHF 64,609 CHF 99.67% 99.67%
08/11/2024 0.53% 6.42 CHF 6.45 CHF 18,500 18,500 17,599 17,599 105,651 CHF 106,193 CHF 98.73% 98.73%
07/11/2024 0.93% 4.30 CHF 4.34 CHF 14,000 14,000 14,053 14,053 60,294 CHF 60,856 CHF 100.00% 100.00%

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