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 0.06% 31.38 CHF 31.39 CHF 27,000 27,000 15,068 15,068 478,115 CHF 478,358 CHF 99.88% 99.88%
19/11/2024 0.06% 31.30 CHF 31.31 CHF 27,000 27,000 15,001 15,001 470,795 CHF 471,036 CHF 100.00% 100.00%
18/11/2024 0.06% 31.78 CHF 31.79 CHF 27,000 27,000 15,015 15,015 476,465 CHF 476,708 CHF 99.20% 99.20%
15/11/2024 0.06% 31.79 CHF 31.80 CHF 27,000 27,000 15,112 15,112 487,733 CHF 487,977 CHF 98.88% 98.88%
14/11/2024 0.06% 32.56 CHF 32.57 CHF 26,000 26,000 14,661 14,661 478,321 CHF 478,557 CHF 99.67% 99.67%
13/11/2024 0.06% 32.06 CHF 32.07 CHF 27,000 27,000 15,049 15,049 482,177 CHF 482,420 CHF 100.00% 100.00%
12/11/2024 0.06% 31.92 CHF 31.93 CHF 27,000 27,000 15,067 15,067 478,408 CHF 478,650 CHF 99.85% 99.85%
11/11/2024 0.06% 31.65 CHF 31.66 CHF 27,000 27,000 15,050 15,050 481,860 CHF 482,102 CHF 100.00% 100.00%
08/11/2024 0.06% 31.94 CHF 31.95 CHF 27,000 27,000 15,084 15,084 482,686 CHF 482,928 CHF 99.18% 99.18%
07/11/2024 0.06% 32.04 CHF 32.05 CHF 27,000 27,000 15,058 15,058 478,772 CHF 479,014 CHF 99.81% 99.81%

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