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 0.10% 41.83 CHF 41.85 CHF 32,000 32,000 17,492 17,492 702,527 CHF 703,108 CHF 99.94% 99.94%
20/11/2024 0.10% 39.23 CHF 39.25 CHF 34,000 34,000 17,773 17,773 708,972 CHF 709,558 CHF 99.90% 99.90%
19/11/2024 0.10% 39.98 CHF 40.00 CHF 33,000 33,000 17,787 17,787 696,673 CHF 697,259 CHF 99.54% 99.54%
18/11/2024 0.10% 40.20 CHF 40.22 CHF 33,000 33,000 17,571 17,571 704,267 CHF 704,850 CHF 98.20% 98.20%
15/11/2024 0.11% 36.79 CHF 36.81 CHF 36,000 36,000 19,135 19,135 689,552 CHF 690,186 CHF 99.46% 99.46%
14/11/2024 0.10% 36.77 CHF 36.79 CHF 36,000 36,000 18,330 18,330 691,946 CHF 692,544 CHF 98.72% 98.72%
13/11/2024 0.10% 37.96 CHF 37.98 CHF 35,000 35,000 17,988 17,988 695,768 CHF 696,359 CHF 99.34% 99.34%
12/11/2024 0.09% 39.35 CHF 39.37 CHF 34,000 34,000 17,297 17,297 689,982 CHF 690,520 CHF 92.86% 92.86%
11/11/2024 0.10% 41.14 CHF 41.16 CHF 32,000 32,000 17,723 17,723 704,073 CHF 704,658 CHF 99.28% 99.28%
08/11/2024 0.09% 35.82 CHF 35.84 CHF 36,000 36,000 19,435 19,435 663,152 CHF 663,680 CHF 98.55% 98.55%

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