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 0.12% 18.46 CHF 18.47 CHF 32,000 32,000 17,664 17,664 332,307 CHF 332,659 CHF 99.72% 99.72%
19/11/2024 0.13% 18.68 CHF 18.69 CHF 32,000 32,000 17,752 17,752 326,488 CHF 326,842 CHF 99.79% 99.79%
18/11/2024 0.13% 18.42 CHF 18.43 CHF 32,000 32,000 17,879 17,879 326,078 CHF 326,434 CHF 99.85% 99.85%
15/11/2024 0.13% 17.95 CHF 17.96 CHF 33,000 33,000 17,889 17,889 329,293 CHF 329,649 CHF 98.82% 98.82%
14/11/2024 0.12% 18.71 CHF 18.72 CHF 32,000 32,000 17,246 17,246 330,233 CHF 330,583 CHF 98.63% 98.63%
13/11/2024 0.12% 19.27 CHF 19.28 CHF 32,000 32,000 17,567 17,567 341,693 CHF 342,044 CHF 99.93% 99.93%
12/11/2024 0.12% 19.32 CHF 19.33 CHF 32,000 32,000 17,502 17,502 338,979 CHF 339,329 CHF 99.90% 99.90%
11/11/2024 0.12% 19.26 CHF 19.27 CHF 32,000 32,000 17,563 17,563 336,081 CHF 336,433 CHF 99.17% 99.17%
08/11/2024 0.12% 18.95 CHF 18.96 CHF 32,000 32,000 17,576 17,576 335,602 CHF 335,953 CHF 98.39% 98.39%
07/11/2024 0.12% 18.99 CHF 19.00 CHF 32,000 32,000 17,711 17,711 333,725 CHF 334,078 CHF 98.30% 98.30%

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