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 0.09% 24.39 CHF 24.40 CHF 32,000 32,000 17,672 17,672 437,118 CHF 437,470 CHF 99.77% 99.77%
19/11/2024 0.10% 24.59 CHF 24.60 CHF 32,000 32,000 17,754 17,754 431,392 CHF 431,746 CHF 100.00% 100.00%
18/11/2024 0.10% 24.34 CHF 24.35 CHF 32,000 32,000 17,887 17,887 432,313 CHF 432,669 CHF 99.90% 99.90%
15/11/2024 0.10% 23.88 CHF 23.89 CHF 33,000 33,000 17,836 17,836 434,198 CHF 434,553 CHF 99.24% 99.24%
14/11/2024 0.09% 24.63 CHF 24.64 CHF 32,000 32,000 17,190 17,190 431,219 CHF 431,570 CHF 99.87% 99.87%
13/11/2024 0.09% 25.17 CHF 25.18 CHF 32,000 32,000 17,577 17,577 445,545 CHF 445,896 CHF 100.00% 100.00%
12/11/2024 0.09% 25.21 CHF 25.22 CHF 32,000 32,000 17,501 17,501 442,022 CHF 442,372 CHF 99.90% 99.90%
11/11/2024 0.09% 25.14 CHF 25.15 CHF 32,000 32,000 17,562 17,562 439,191 CHF 439,544 CHF 99.17% 99.17%
08/11/2024 0.09% 24.78 CHF 24.79 CHF 32,000 32,000 17,630 17,630 439,220 CHF 439,572 CHF 98.72% 98.72%
07/11/2024 0.09% 24.81 CHF 24.82 CHF 32,000 32,000 17,673 17,673 436,040 CHF 436,393 CHF 99.47% 99.47%

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