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% 21.46 CHF 21.48 CHF 42,000 42,000 19,038 19,038 414,011 CHF 414,393 CHF 99.79% 99.79%
19/11/2024 0.10% 21.74 CHF 21.76 CHF 42,000 42,000 19,152 19,152 410,450 CHF 410,834 CHF 100.00% 100.00%
18/11/2024 0.09% 21.86 CHF 21.88 CHF 42,000 42,000 18,990 18,990 416,827 CHF 417,208 CHF 99.80% 99.80%
15/11/2024 0.09% 22.08 CHF 22.10 CHF 42,000 42,000 18,037 18,037 409,676 CHF 410,040 CHF 99.42% 99.42%
14/11/2024 0.09% 23.50 CHF 23.52 CHF 40,000 40,000 17,555 17,555 418,526 CHF 418,878 CHF 99.93% 99.93%
13/11/2024 0.09% 23.42 CHF 23.44 CHF 40,000 40,000 18,657 18,657 429,026 CHF 429,400 CHF 99.93% 99.93%
12/11/2024 0.09% 22.33 CHF 22.35 CHF 41,000 41,000 18,818 18,818 422,250 CHF 422,627 CHF 99.97% 99.97%
11/11/2024 0.09% 22.40 CHF 22.42 CHF 41,000 41,000 18,782 18,782 424,825 CHF 425,201 CHF 100.00% 100.00%
08/11/2024 0.09% 22.60 CHF 22.62 CHF 41,000 41,000 18,825 18,825 425,938 CHF 426,315 CHF 99.98% 99.98%
07/11/2024 0.09% 22.87 CHF 22.89 CHF 41,000 41,000 18,771 18,771 423,316 CHF 423,693 CHF 99.33% 99.33%

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