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 0.60% 14.25 CHF 14.33 CHF 17,500 17,500 17,500 17,500 250,551 CHF 252,056 CHF 100.00% 100.00%
19/11/2024 0.60% 14.16 CHF 14.24 CHF 17,500 17,500 17,500 17,500 247,274 CHF 248,762 CHF 100.00% 100.00%
18/11/2024 0.60% 14.23 CHF 14.31 CHF 17,500 17,500 17,500 17,500 248,799 CHF 250,298 CHF 100.00% 100.00%
15/11/2024 0.60% 14.32 CHF 14.41 CHF 17,500 17,500 17,500 17,500 253,382 CHF 254,902 CHF 100.00% 100.00%
14/11/2024 0.60% 14.72 CHF 14.81 CHF 17,500 17,500 17,500 17,500 257,570 CHF 259,123 CHF 100.00% 100.00%
13/11/2024 0.60% 14.63 CHF 14.72 CHF 17,500 17,500 17,500 17,500 255,004 CHF 256,544 CHF 100.00% 100.00%
12/11/2024 0.60% 14.48 CHF 14.56 CHF 17,500 17,500 17,500 17,500 253,567 CHF 255,090 CHF 100.00% 100.00%
11/11/2024 0.60% 14.54 CHF 14.63 CHF 17,500 17,500 17,500 17,500 254,138 CHF 255,666 CHF 99.80% 99.80%
08/11/2024 0.60% 14.40 CHF 14.49 CHF 17,500 17,500 17,500 17,500 250,746 CHF 252,253 CHF 100.00% 100.00%
07/11/2024 0.60% 14.31 CHF 14.39 CHF 17,500 17,500 17,500 17,500 249,264 CHF 250,768 CHF 100.00% 100.00%

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