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
22/11/2024 0.11% 36.31 CHF 36.33 CHF 37,000 37,000 20,539 20,539 742,708 CHF 743,402 CHF 100.00% 100.00%
20/11/2024 0.11% 35.47 CHF 35.49 CHF 38,000 38,000 20,646 20,646 736,538 CHF 737,234 CHF 99.89% 99.89%
19/11/2024 0.11% 35.84 CHF 35.86 CHF 37,000 37,000 20,604 20,604 733,577 CHF 734,253 CHF 100.00% 100.00%
18/11/2024 0.10% 35.85 CHF 35.87 CHF 37,000 37,000 20,592 20,592 730,928 CHF 731,558 CHF 99.89% 99.89%
15/11/2024 0.11% 35.28 CHF 35.30 CHF 38,000 38,000 20,744 20,744 735,522 CHF 736,220 CHF 99.86% 99.86%
14/11/2024 0.09% 35.60 CHF 35.62 CHF 38,000 38,000 20,743 20,743 734,161 CHF 734,766 CHF 99.34% 99.34%
13/11/2024 0.09% 35.01 CHF 35.03 CHF 38,000 38,000 21,279 21,279 742,366 CHF 742,961 CHF 100.00% 100.00%
12/11/2024 0.09% 35.13 CHF 35.15 CHF 38,000 38,000 21,282 21,282 742,891 CHF 743,485 CHF 100.00% 100.00%
11/11/2024 0.09% 34.66 CHF 34.68 CHF 38,000 38,000 20,763 20,763 727,034 CHF 727,608 CHF 99.65% 99.65%
08/11/2024 0.09% 35.07 CHF 35.09 CHF 38,000 38,000 21,191 21,191 745,009 CHF 745,602 CHF 99.34% 99.34%

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