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 0.68% 7.09 CHF 7.10 CHF 21,900 21,900 8,942 8,942 63,873 CHF 64,170 CHF 99.89% 99.89%
19/11/2024 0.71% 7.19 CHF 7.20 CHF 20,100 20,100 7,970 7,970 60,798 CHF 61,092 CHF 99.95% 99.95%
18/11/2024 0.64% 7.48 CHF 7.49 CHF 21,300 21,300 8,166 8,166 63,073 CHF 63,333 CHF 99.89% 99.89%
15/11/2024 0.70% 7.57 CHF 7.58 CHF 19,500 19,500 7,757 7,757 62,010 CHF 62,303 CHF 99.99% 99.99%
14/11/2024 0.66% 8.94 CHF 8.95 CHF 19,000 19,000 7,683 7,683 67,475 CHF 67,763 CHF 99.76% 99.76%
13/11/2024 0.68% 7.68 CHF 7.69 CHF 21,500 21,500 8,734 8,734 64,731 CHF 65,020 CHF 100.00% 100.00%
12/11/2024 0.71% 7.07 CHF 7.08 CHF 19,100 19,100 7,619 7,619 59,384 CHF 59,668 CHF 99.95% 99.95%
11/11/2024 0.68% 8.63 CHF 8.65 CHF 15,900 15,900 6,085 6,085 59,399 CHF 59,683 CHF 99.36% 99.36%
08/11/2024 0.66% 10.58 CHF 10.60 CHF 15,300 15,300 6,090 6,090 62,364 CHF 62,650 CHF 99.53% 99.53%
07/11/2024 0.66% 9.93 CHF 9.95 CHF 17,300 17,300 7,217 7,217 66,998 CHF 67,306 CHF 99.56% 99.56%

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