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% 22.03 CHF 22.05 CHF 42,000 42,000 19,018 19,018 424,349 CHF 424,731 CHF 99.29% 99.29%
19/11/2024 0.09% 22.31 CHF 22.33 CHF 42,000 42,000 19,100 19,100 420,140 CHF 420,523 CHF 99.59% 99.59%
18/11/2024 0.09% 22.42 CHF 22.44 CHF 42,000 42,000 18,874 18,874 424,979 CHF 425,357 CHF 99.30% 99.30%
15/11/2024 0.09% 22.65 CHF 22.67 CHF 42,000 42,000 17,782 17,782 414,148 CHF 414,507 CHF 98.12% 98.12%
14/11/2024 0.08% 24.06 CHF 24.08 CHF 40,000 40,000 17,293 17,293 422,148 CHF 422,495 CHF 98.76% 98.76%
13/11/2024 0.09% 23.98 CHF 24.00 CHF 40,000 40,000 18,516 18,516 436,184 CHF 436,555 CHF 99.31% 99.31%
12/11/2024 0.09% 22.90 CHF 22.92 CHF 41,000 41,000 18,728 18,728 430,741 CHF 431,117 CHF 99.29% 99.29%
11/11/2024 0.09% 22.97 CHF 22.99 CHF 41,000 41,000 18,628 18,628 431,798 CHF 432,171 CHF 99.34% 99.34%
08/11/2024 0.09% 23.15 CHF 23.17 CHF 41,000 41,000 18,790 18,790 435,613 CHF 435,989 CHF 99.64% 99.64%
07/11/2024 0.09% 23.43 CHF 23.45 CHF 41,000 41,000 18,719 18,719 432,554 CHF 432,929 CHF 98.78% 98.78%

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