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 0.13% 18.00 CHF 18.01 CHF 32,000 32,000 17,663 17,663 324,030 CHF 324,382 CHF 99.71% 99.71%
19/11/2024 0.13% 18.22 CHF 18.23 CHF 32,000 32,000 17,754 17,754 318,285 CHF 318,640 CHF 99.81% 99.81%
18/11/2024 0.13% 17.95 CHF 17.96 CHF 32,000 32,000 17,876 17,876 317,688 CHF 318,044 CHF 99.83% 99.83%
15/11/2024 0.13% 17.48 CHF 17.49 CHF 33,000 33,000 17,894 17,894 320,994 CHF 321,350 CHF 98.72% 98.72%
14/11/2024 0.13% 18.24 CHF 18.25 CHF 32,000 32,000 17,230 17,230 321,836 CHF 322,186 CHF 98.97% 98.97%
13/11/2024 0.12% 18.80 CHF 18.81 CHF 32,000 32,000 17,566 17,566 333,521 CHF 333,872 CHF 99.92% 99.92%
12/11/2024 0.12% 18.86 CHF 18.87 CHF 32,000 32,000 17,501 17,501 330,860 CHF 331,210 CHF 99.90% 99.90%
11/11/2024 0.13% 18.80 CHF 18.81 CHF 32,000 32,000 17,562 17,562 327,938 CHF 328,291 CHF 99.17% 99.17%
08/11/2024 0.13% 18.49 CHF 18.50 CHF 32,000 32,000 17,577 17,577 327,534 CHF 327,886 CHF 98.38% 98.38%
07/11/2024 0.13% 18.53 CHF 18.54 CHF 32,000 32,000 17,754 17,754 326,359 CHF 326,712 CHF 97.10% 97.10%

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