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% 39.73 CHF 39.75 CHF 32,000 32,000 17,497 17,497 665,806 CHF 666,387 CHF 99.94% 99.94%
20/11/2024 0.10% 37.13 CHF 37.15 CHF 34,000 34,000 17,773 17,773 671,778 CHF 672,364 CHF 99.90% 99.90%
19/11/2024 0.11% 37.90 CHF 37.92 CHF 33,000 33,000 17,786 17,786 659,454 CHF 660,040 CHF 99.54% 99.54%
18/11/2024 0.10% 38.11 CHF 38.13 CHF 33,000 33,000 17,571 17,571 667,446 CHF 668,028 CHF 98.20% 98.20%
15/11/2024 0.12% 34.67 CHF 34.69 CHF 36,000 36,000 19,135 19,135 648,847 CHF 649,481 CHF 99.46% 99.46%
14/11/2024 0.11% 34.65 CHF 34.67 CHF 36,000 36,000 18,339 18,339 653,513 CHF 654,112 CHF 98.82% 98.82%
13/11/2024 0.11% 35.86 CHF 35.88 CHF 35,000 35,000 17,988 17,988 658,086 CHF 658,678 CHF 99.34% 99.34%
12/11/2024 0.10% 37.26 CHF 37.28 CHF 34,000 34,000 17,004 17,004 642,898 CHF 643,433 CHF 96.08% 96.08%
11/11/2024 0.10% 39.07 CHF 39.09 CHF 32,000 32,000 17,716 17,716 667,023 CHF 667,608 CHF 99.06% 99.06%
08/11/2024 0.10% 33.73 CHF 33.75 CHF 36,000 36,000 19,692 19,692 631,218 CHF 631,750 CHF 100.00% 100.00%

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