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
30/10/2024 0.34% 6.19 CHF 6.20 CHF 33,000 33,000 18,300 18,300 112,914 CHF 113,203 CHF 99.76% 99.76%
29/10/2024 0.34% 6.15 CHF 6.16 CHF 33,000 33,000 18,228 18,228 111,914 CHF 112,203 CHF 99.57% 99.57%
28/10/2024 0.35% 6.09 CHF 6.10 CHF 33,000 33,000 18,569 18,569 111,680 CHF 111,972 CHF 99.81% 99.81%
25/10/2024 0.38% 6.02 CHF 6.03 CHF 34,000 34,000 15,329 15,329 94,116 CHF 94,398 CHF 99.93% 99.93%
24/10/2024 0.38% 6.07 CHF 6.08 CHF 34,000 34,000 15,696 15,696 94,836 CHF 95,120 CHF 97.15% 97.15%
23/10/2024 0.39% 6.00 CHF 6.01 CHF 34,000 34,000 15,465 15,465 93,194 CHF 93,478 CHF 99.01% 99.01%
22/10/2024 0.39% 6.04 CHF 6.05 CHF 34,000 34,000 15,536 15,536 93,051 CHF 93,335 CHF 99.56% 99.56%
21/10/2024 0.38% 6.07 CHF 6.08 CHF 34,000 34,000 15,291 15,291 94,226 CHF 94,507 CHF 100.00% 100.00%
18/10/2024 0.37% 6.19 CHF 6.20 CHF 33,000 33,000 15,066 15,066 93,755 CHF 94,032 CHF 99.72% 99.72%
17/10/2024 0.37% 6.28 CHF 6.29 CHF 33,000 33,000 15,059 15,059 94,130 CHF 94,407 CHF 100.00% 100.00%

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