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% 36.16 CHF 36.18 CHF 37,000 37,000 20,537 20,537 739,655 CHF 740,349 CHF 100.00% 100.00%
20/11/2024 0.11% 35.32 CHF 35.34 CHF 38,000 38,000 20,646 20,646 733,614 CHF 734,310 CHF 99.89% 99.89%
19/11/2024 0.11% 35.70 CHF 35.72 CHF 37,000 37,000 20,604 20,604 730,669 CHF 731,346 CHF 100.00% 100.00%
18/11/2024 0.10% 35.71 CHF 35.73 CHF 37,000 37,000 20,592 20,592 727,970 CHF 728,600 CHF 99.89% 99.89%
15/11/2024 0.11% 35.14 CHF 35.16 CHF 38,000 38,000 20,744 20,744 732,529 CHF 733,227 CHF 99.86% 99.86%
14/11/2024 0.09% 35.46 CHF 35.48 CHF 38,000 38,000 20,742 20,742 731,174 CHF 731,778 CHF 99.34% 99.34%
13/11/2024 0.09% 34.87 CHF 34.89 CHF 38,000 38,000 21,278 21,278 739,351 CHF 739,945 CHF 100.00% 100.00%
12/11/2024 0.09% 34.98 CHF 35.00 CHF 38,000 38,000 21,282 21,282 739,859 CHF 740,454 CHF 100.00% 100.00%
11/11/2024 0.09% 34.51 CHF 34.53 CHF 38,000 38,000 20,763 20,763 724,107 CHF 724,680 CHF 99.65% 99.65%
08/11/2024 0.09% 34.93 CHF 34.95 CHF 38,000 38,000 21,194 21,194 742,173 CHF 742,765 CHF 99.35% 99.35%

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