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
22/11/2024 0.26% 9.93 CHF 9.95 CHF 32,300 32,300 17,854 17,854 175,914 CHF 176,341 CHF 100.00% 100.00%
20/11/2024 0.24% 9.25 CHF 9.26 CHF 33,300 33,300 18,119 18,119 172,734 CHF 173,094 CHF 99.72% 99.72%
19/11/2024 0.25% 9.86 CHF 9.87 CHF 33,000 33,000 18,268 18,268 174,392 CHF 174,755 CHF 100.00% 100.00%
18/11/2024 0.26% 9.73 CHF 9.74 CHF 34,700 34,700 19,152 19,152 177,795 CHF 178,179 CHF 99.37% 99.37%
15/11/2024 0.28% 8.99 CHF 9.01 CHF 33,100 33,100 18,204 18,204 167,499 CHF 167,934 CHF 99.86% 99.86%
14/11/2024 0.26% 9.43 CHF 9.44 CHF 34,900 34,900 19,192 19,192 175,507 CHF 175,889 CHF 99.35% 99.35%
13/11/2024 0.27% 8.88 CHF 8.89 CHF 35,900 35,900 19,745 19,745 173,262 CHF 173,655 CHF 100.00% 100.00%
12/11/2024 0.26% 9.08 CHF 9.09 CHF 35,800 35,800 19,699 19,699 174,223 CHF 174,615 CHF 100.00% 100.00%
11/11/2024 0.25% 8.61 CHF 8.62 CHF 34,000 34,000 18,527 18,527 167,767 CHF 168,137 CHF 98.29% 98.29%
08/11/2024 0.25% 9.33 CHF 9.34 CHF 33,800 33,800 18,523 18,523 175,873 CHF 176,242 CHF 100.00% 100.00%

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