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 0.20% 19.90 CHF 19.94 CHF 10,500 10,500 10,457 10,457 212,843 CHF 213,262 CHF 100.00% 100.00%
19/11/2024 0.20% 19.68 CHF 19.72 CHF 10,500 10,500 10,489 10,489 206,076 CHF 206,496 CHF 100.00% 100.00%
18/11/2024 0.21% 19.89 CHF 19.93 CHF 10,600 10,600 10,586 10,586 205,795 CHF 206,219 CHF 100.00% 100.00%
15/11/2024 0.20% 19.76 CHF 19.80 CHF 10,400 10,400 10,357 10,357 204,001 CHF 204,416 CHF 100.00% 100.00%
14/11/2024 0.15% 20.37 CHF 20.40 CHF 11,700 11,700 11,652 11,652 236,523 CHF 236,872 CHF 100.00% 100.00%
13/11/2024 0.23% 17.28 CHF 17.32 CHF 11,700 11,700 11,661 11,661 204,265 CHF 204,732 CHF 100.00% 100.00%
12/11/2024 0.21% 18.18 CHF 18.22 CHF 10,600 10,600 10,469 10,469 199,321 CHF 199,739 CHF 100.00% 100.00%
11/11/2024 0.20% 20.26 CHF 20.30 CHF 10,600 10,600 10,554 10,554 212,433 CHF 212,856 CHF 100.00% 100.00%
08/11/2024 0.21% 19.79 CHF 19.83 CHF 10,900 10,900 10,951 10,951 211,947 CHF 212,385 CHF 99.18% 99.18%
07/11/2024 0.21% 18.80 CHF 18.84 CHF 11,100 11,100 11,003 11,003 205,469 CHF 205,909 CHF 100.00% 100.00%

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