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% 38.60 CHF 38.62 CHF 32,000 32,000 17,493 17,493 645,986 CHF 646,567 CHF 99.94% 99.94%
20/11/2024 0.11% 36.01 CHF 36.03 CHF 34,000 34,000 17,774 17,774 651,980 CHF 652,566 CHF 99.90% 99.90%
19/11/2024 0.11% 36.79 CHF 36.81 CHF 33,000 33,000 17,787 17,787 639,709 CHF 640,295 CHF 99.54% 99.54%
18/11/2024 0.11% 36.99 CHF 37.01 CHF 33,000 33,000 17,571 17,571 647,839 CHF 648,422 CHF 98.20% 98.20%
15/11/2024 0.12% 33.55 CHF 33.57 CHF 36,000 36,000 19,135 19,135 627,459 CHF 628,092 CHF 99.46% 99.46%
14/11/2024 0.11% 33.53 CHF 33.55 CHF 36,000 36,000 18,344 18,344 633,172 CHF 633,770 CHF 98.82% 98.82%
13/11/2024 0.11% 34.75 CHF 34.77 CHF 35,000 35,000 17,988 17,988 638,107 CHF 638,699 CHF 99.35% 99.35%
12/11/2024 0.10% 36.15 CHF 36.17 CHF 34,000 34,000 17,003 17,003 624,018 CHF 624,553 CHF 96.08% 96.08%
11/11/2024 0.11% 37.97 CHF 37.99 CHF 32,000 32,000 17,720 17,720 647,586 CHF 648,171 CHF 99.07% 99.07%
08/11/2024 0.10% 32.63 CHF 32.65 CHF 36,000 36,000 19,692 19,692 609,610 CHF 610,141 CHF 100.00% 100.00%

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