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% 41.10 CHF 41.12 CHF 32,000 32,000 17,493 17,493 689,504 CHF 690,085 CHF 99.94% 99.94%
20/11/2024 0.10% 38.48 CHF 38.50 CHF 34,000 34,000 17,774 17,774 695,833 CHF 696,419 CHF 99.90% 99.90%
19/11/2024 0.10% 39.25 CHF 39.27 CHF 33,000 33,000 17,786 17,786 683,467 CHF 684,053 CHF 99.54% 99.54%
18/11/2024 0.10% 39.46 CHF 39.48 CHF 33,000 33,000 17,572 17,572 691,282 CHF 691,865 CHF 98.20% 98.20%
15/11/2024 0.11% 36.03 CHF 36.05 CHF 36,000 36,000 19,135 19,135 674,784 CHF 675,418 CHF 99.46% 99.46%
14/11/2024 0.10% 36.00 CHF 36.02 CHF 36,000 36,000 18,345 18,345 678,594 CHF 679,192 CHF 98.82% 98.82%
13/11/2024 0.10% 37.21 CHF 37.23 CHF 35,000 35,000 17,988 17,988 682,324 CHF 682,915 CHF 99.34% 99.34%
12/11/2024 0.10% 38.61 CHF 38.63 CHF 34,000 34,000 17,007 17,007 665,879 CHF 666,414 CHF 96.05% 96.05%
11/11/2024 0.10% 40.42 CHF 40.44 CHF 32,000 32,000 17,719 17,719 690,926 CHF 691,511 CHF 99.06% 99.06%
08/11/2024 0.09% 35.06 CHF 35.08 CHF 36,000 36,000 19,692 19,692 657,417 CHF 657,948 CHF 100.00% 100.00%

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