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 0.09% 23.60 CHF 23.62 CHF 42,000 42,000 19,038 19,038 454,716 CHF 455,098 CHF 99.79% 99.79%
19/11/2024 0.09% 23.88 CHF 23.90 CHF 42,000 42,000 19,152 19,152 451,278 CHF 451,661 CHF 100.00% 100.00%
18/11/2024 0.08% 24.00 CHF 24.02 CHF 42,000 42,000 18,989 18,989 457,488 CHF 457,868 CHF 99.80% 99.80%
15/11/2024 0.08% 24.22 CHF 24.24 CHF 42,000 42,000 18,036 18,036 448,328 CHF 448,691 CHF 99.42% 99.42%
14/11/2024 0.08% 25.64 CHF 25.66 CHF 40,000 40,000 17,553 17,553 456,134 CHF 456,486 CHF 99.92% 99.92%
13/11/2024 0.08% 25.55 CHF 25.57 CHF 40,000 40,000 18,657 18,657 468,779 CHF 469,153 CHF 99.93% 99.93%
12/11/2024 0.08% 24.46 CHF 24.48 CHF 41,000 41,000 18,818 18,818 462,262 CHF 462,639 CHF 99.97% 99.97%
11/11/2024 0.08% 24.53 CHF 24.55 CHF 41,000 41,000 18,776 18,776 464,521 CHF 464,897 CHF 99.97% 99.97%
08/11/2024 0.08% 24.70 CHF 24.72 CHF 41,000 41,000 18,826 18,826 465,574 CHF 465,951 CHF 99.99% 99.99%
07/11/2024 0.08% 24.97 CHF 24.99 CHF 41,000 41,000 18,771 18,771 462,857 CHF 463,233 CHF 99.33% 99.33%

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