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 1.06% 16.41 CHF 16.46 CHF 7,500 7,500 3,376 3,376 58,294 CHF 58,750 CHF 97.65% 97.65%
19/11/2024 1.06% 17.58 CHF 17.63 CHF 7,300 7,300 3,291 3,291 57,487 CHF 57,938 CHF 98.65% 98.65%
18/11/2024 1.07% 17.84 CHF 17.89 CHF 7,200 7,200 3,221 3,221 57,066 CHF 57,511 CHF 99.51% 99.51%
15/11/2024 1.06% 17.89 CHF 17.94 CHF 7,300 7,300 3,313 3,313 58,736 CHF 59,189 CHF 98.67% 98.67%
14/11/2024 1.06% 17.77 CHF 17.82 CHF 7,200 7,200 3,214 3,214 57,722 CHF 58,165 CHF 97.63% 97.63%
13/11/2024 1.04% 17.82 CHF 17.87 CHF 6,800 6,800 3,056 3,056 56,877 CHF 57,315 CHF 95.82% 95.82%
12/11/2024 1.07% 19.44 CHF 19.49 CHF 6,700 6,700 3,019 3,019 58,206 CHF 58,653 CHF 97.05% 97.05%
11/11/2024 1.03% 19.71 CHF 19.76 CHF 6,900 6,900 3,135 3,135 60,389 CHF 60,832 CHF 98.45% 98.45%
08/11/2024 1.07% 18.53 CHF 18.58 CHF 7,400 7,400 3,367 3,367 59,890 CHF 60,344 CHF 98.53% 98.53%
07/11/2024 1.04% 17.26 CHF 17.31 CHF 7,400 7,400 3,323 3,323 58,792 CHF 59,244 CHF 99.02% 99.02%

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