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% 23.07 CHF 23.09 CHF 42,000 42,000 19,008 19,008 443,925 CHF 444,307 CHF 99.25% 99.25%
19/11/2024 0.09% 23.35 CHF 23.37 CHF 42,000 42,000 19,098 19,098 439,915 CHF 440,298 CHF 99.54% 99.54%
18/11/2024 0.09% 23.46 CHF 23.48 CHF 42,000 42,000 18,875 18,875 444,645 CHF 445,023 CHF 99.30% 99.30%
15/11/2024 0.08% 23.69 CHF 23.71 CHF 42,000 42,000 17,769 17,769 432,385 CHF 432,743 CHF 98.12% 98.12%
14/11/2024 0.08% 25.10 CHF 25.12 CHF 40,000 40,000 17,289 17,289 440,085 CHF 440,432 CHF 98.74% 98.74%
13/11/2024 0.08% 25.02 CHF 25.04 CHF 40,000 40,000 18,520 18,520 455,447 CHF 455,818 CHF 99.32% 99.32%
12/11/2024 0.08% 23.93 CHF 23.95 CHF 41,000 41,000 18,752 18,752 450,674 CHF 451,050 CHF 99.42% 99.42%
11/11/2024 0.08% 24.00 CHF 24.02 CHF 41,000 41,000 18,619 18,619 450,795 CHF 451,168 CHF 99.28% 99.28%
08/11/2024 0.08% 24.18 CHF 24.20 CHF 41,000 41,000 18,785 18,785 454,725 CHF 455,101 CHF 99.64% 99.64%
07/11/2024 0.08% 24.45 CHF 24.47 CHF 41,000 41,000 18,726 18,726 451,858 CHF 452,233 CHF 98.76% 98.76%

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