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% 18.32 CHF 18.33 CHF 32,000 32,000 17,672 17,672 329,957 CHF 330,310 CHF 99.77% 99.77%
19/11/2024 0.13% 18.54 CHF 18.55 CHF 32,000 32,000 17,754 17,754 324,037 CHF 324,391 CHF 100.00% 100.00%
18/11/2024 0.13% 18.28 CHF 18.29 CHF 32,000 32,000 17,887 17,887 323,694 CHF 324,050 CHF 99.90% 99.90%
15/11/2024 0.13% 17.81 CHF 17.82 CHF 33,000 33,000 17,758 17,758 324,371 CHF 324,724 CHF 99.72% 99.72%
14/11/2024 0.12% 18.56 CHF 18.57 CHF 32,000 32,000 17,187 17,187 326,681 CHF 327,031 CHF 99.87% 99.87%
13/11/2024 0.12% 19.13 CHF 19.14 CHF 32,000 32,000 17,577 17,577 339,424 CHF 339,776 CHF 100.00% 100.00%
12/11/2024 0.12% 19.18 CHF 19.19 CHF 32,000 32,000 17,501 17,501 336,500 CHF 336,851 CHF 99.90% 99.90%
11/11/2024 0.12% 19.12 CHF 19.13 CHF 32,000 32,000 17,563 17,563 333,606 CHF 333,959 CHF 99.17% 99.17%
08/11/2024 0.12% 18.81 CHF 18.82 CHF 32,000 32,000 17,630 17,630 334,142 CHF 334,494 CHF 98.72% 98.72%
07/11/2024 0.12% 18.85 CHF 18.86 CHF 32,000 32,000 17,673 17,673 330,528 CHF 330,881 CHF 99.47% 99.47%

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