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 0.07% 13.84 CHF 13.85 CHF 54,000 54,000 29,899 29,899 418,944 CHF 419,243 CHF 99.90% 99.90%
19/11/2024 0.07% 13.80 CHF 13.81 CHF 54,000 54,000 29,789 29,789 412,420 CHF 412,718 CHF 100.00% 100.00%
18/11/2024 0.07% 14.04 CHF 14.05 CHF 54,000 54,000 29,873 29,873 418,530 CHF 418,829 CHF 99.55% 99.55%
15/11/2024 0.07% 14.04 CHF 14.05 CHF 54,000 54,000 29,899 29,899 426,939 CHF 427,238 CHF 99.28% 99.28%
14/11/2024 0.07% 14.43 CHF 14.44 CHF 52,000 52,000 28,812 28,812 416,474 CHF 416,763 CHF 100.00% 100.00%
13/11/2024 0.07% 14.18 CHF 14.19 CHF 54,000 54,000 29,856 29,856 423,222 CHF 423,521 CHF 100.00% 100.00%
12/11/2024 0.07% 14.12 CHF 14.13 CHF 54,000 54,000 29,853 29,853 418,945 CHF 419,244 CHF 100.00% 100.00%
11/11/2024 0.07% 13.99 CHF 14.00 CHF 54,000 54,000 29,860 29,860 423,140 CHF 423,439 CHF 100.00% 100.00%
08/11/2024 0.07% 14.14 CHF 14.15 CHF 54,000 54,000 29,925 29,925 424,300 CHF 424,599 CHF 99.19% 99.19%
07/11/2024 0.07% 14.20 CHF 14.21 CHF 54,000 54,000 29,844 29,844 419,982 CHF 420,281 CHF 99.94% 99.94%

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