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 0.11% 39.05 CHF 39.07 CHF 32,000 32,000 17,492 17,492 653,838 CHF 654,419 CHF 99.94% 99.94%
20/11/2024 0.10% 36.46 CHF 36.48 CHF 34,000 34,000 17,773 17,773 659,919 CHF 660,505 CHF 99.90% 99.90%
19/11/2024 0.11% 37.23 CHF 37.25 CHF 33,000 33,000 17,787 17,787 647,614 CHF 648,200 CHF 99.54% 99.54%
18/11/2024 0.10% 37.44 CHF 37.46 CHF 33,000 33,000 17,571 17,571 655,717 CHF 656,300 CHF 98.20% 98.20%
15/11/2024 0.12% 34.00 CHF 34.02 CHF 36,000 36,000 19,135 19,135 636,010 CHF 636,644 CHF 99.46% 99.46%
14/11/2024 0.11% 33.98 CHF 34.00 CHF 36,000 36,000 18,345 18,345 641,399 CHF 641,998 CHF 98.82% 98.82%
13/11/2024 0.11% 35.19 CHF 35.21 CHF 35,000 35,000 17,988 17,988 646,108 CHF 646,700 CHF 99.34% 99.34%
12/11/2024 0.10% 36.60 CHF 36.62 CHF 34,000 34,000 17,007 17,007 631,738 CHF 632,273 CHF 96.04% 96.04%
11/11/2024 0.11% 38.41 CHF 38.43 CHF 32,000 32,000 17,718 17,718 655,328 CHF 655,914 CHF 99.05% 99.05%
08/11/2024 0.10% 33.07 CHF 33.09 CHF 36,000 36,000 19,692 19,692 618,242 CHF 618,773 CHF 100.00% 100.00%

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