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 0.33% 9.31 CHF 9.34 CHF 16,930 16,930 16,867 16,867 155,687 CHF 156,194 CHF 100.00% 100.00%
19/11/2024 0.32% 9.33 CHF 9.36 CHF 17,007 17,007 16,723 16,723 158,729 CHF 159,231 CHF 98.70% 98.70%
18/11/2024 0.33% 9.44 CHF 9.47 CHF 16,934 16,934 16,944 16,944 154,900 CHF 155,408 CHF 100.00% 100.00%
15/11/2024 0.34% 8.87 CHF 8.90 CHF 17,274 17,274 17,309 17,309 153,571 CHF 154,091 CHF 70.93% 70.93%
14/11/2024 0.36% 8.76 CHF 8.79 CHF 17,391 17,391 17,390 17,390 146,674 CHF 147,196 CHF 100.00% 100.00%
13/11/2024 0.33% 9.01 CHF 9.04 CHF 17,209 17,209 17,029 17,029 155,687 CHF 156,198 CHF 99.89% 99.89%
12/11/2024 0.34% 8.86 CHF 8.89 CHF 17,360 17,360 17,267 17,267 151,442 CHF 151,961 CHF 100.00% 100.00%
11/11/2024 0.33% 8.77 CHF 8.80 CHF 17,471 17,471 16,998 16,998 157,859 CHF 158,370 CHF 100.00% 100.00%
08/11/2024 0.31% 9.51 CHF 9.54 CHF 17,108 17,108 16,927 16,927 162,782 CHF 163,290 CHF 100.00% 100.00%
07/11/2024 0.32% 9.85 CHF 9.88 CHF 16,994 16,994 17,033 17,033 161,778 CHF 162,289 CHF 100.00% 100.00%

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