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% 40.18 CHF 40.20 CHF 32,000 32,000 17,492 17,492 673,476 CHF 674,057 CHF 99.94% 99.94%
20/11/2024 0.10% 37.57 CHF 37.59 CHF 34,000 34,000 17,774 17,774 679,694 CHF 680,280 CHF 99.90% 99.90%
19/11/2024 0.10% 38.34 CHF 38.36 CHF 33,000 33,000 17,787 17,787 667,371 CHF 667,957 CHF 99.54% 99.54%
18/11/2024 0.10% 38.55 CHF 38.57 CHF 33,000 33,000 17,571 17,571 675,270 CHF 675,853 CHF 98.20% 98.20%
15/11/2024 0.11% 35.12 CHF 35.14 CHF 36,000 36,000 19,135 19,135 657,389 CHF 658,022 CHF 99.46% 99.46%
14/11/2024 0.11% 35.10 CHF 35.12 CHF 36,000 36,000 18,344 18,344 661,886 CHF 662,485 CHF 98.87% 98.87%
13/11/2024 0.10% 36.30 CHF 36.32 CHF 35,000 35,000 17,989 17,989 666,092 CHF 666,684 CHF 99.34% 99.34%
12/11/2024 0.10% 37.70 CHF 37.72 CHF 34,000 34,000 17,004 17,004 650,455 CHF 650,990 CHF 96.09% 96.09%
11/11/2024 0.10% 39.51 CHF 39.53 CHF 32,000 32,000 17,719 17,719 674,939 CHF 675,525 CHF 99.06% 99.06%
08/11/2024 0.10% 34.17 CHF 34.19 CHF 36,000 36,000 19,692 19,692 639,823 CHF 640,354 CHF 100.00% 100.00%

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