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
28/11/2024 0.16% 6.38 CHF 6.39 CHF 39,000 39,000 38,641 38,641 246,143 CHF 246,530 CHF 100.00% 100.00%
27/11/2024 0.16% 6.35 CHF 6.36 CHF 39,000 39,000 39,030 39,030 246,294 CHF 246,685 CHF 100.00% 100.00%
26/11/2024 0.16% 6.33 CHF 6.34 CHF 39,500 39,500 38,944 38,944 246,954 CHF 247,344 CHF 100.00% 100.00%
25/11/2024 0.16% 6.33 CHF 6.34 CHF 39,500 39,500 39,054 39,054 246,672 CHF 247,063 CHF 100.00% 100.00%
22/11/2024 0.16% 6.34 CHF 6.35 CHF 39,500 39,500 39,226 39,226 246,575 CHF 246,968 CHF 100.00% 100.00%
20/11/2024 0.17% 5.91 CHF 5.92 CHF 42,000 42,000 41,313 41,313 246,483 CHF 246,896 CHF 100.00% 100.00%
19/11/2024 0.17% 5.90 CHF 5.91 CHF 42,000 42,000 41,662 41,662 246,783 CHF 247,200 CHF 98.91% 98.91%
18/11/2024 0.17% 5.95 CHF 5.96 CHF 42,000 42,000 41,725 41,725 246,696 CHF 247,114 CHF 100.00% 100.00%
15/11/2024 0.17% 5.90 CHF 5.91 CHF 42,000 42,000 42,445 42,445 248,913 CHF 249,337 CHF 72.09% 72.09%
14/11/2024 0.17% 5.84 CHF 5.85 CHF 42,500 42,500 42,800 42,800 247,075 CHF 247,503 CHF 100.00% 100.00%

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