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 0.04% 47.72 CHF 47.73 CHF 30,000 30,000 11,217 11,217 538,482 CHF 538,649 CHF 96.41% 96.41%
19/11/2024 0.04% 47.05 CHF 47.06 CHF 30,000 30,000 11,615 11,615 540,492 CHF 540,649 CHF 94.19% 94.19%
18/11/2024 0.03% 46.03 CHF 46.04 CHF 30,000 30,000 11,510 11,510 525,591 CHF 525,735 CHF 92.20% 92.20%
15/11/2024 0.04% 47.02 CHF 47.03 CHF 30,000 30,000 11,245 11,245 535,678 CHF 535,846 CHF 96.30% 96.30%
14/11/2024 0.04% 49.01 CHF 49.02 CHF 28,000 28,000 10,948 10,948 533,510 CHF 533,675 CHF 96.26% 96.26%
13/11/2024 0.04% 48.34 CHF 48.35 CHF 30,000 30,000 10,947 10,947 531,686 CHF 531,850 CHF 95.66% 95.66%
12/11/2024 0.04% 48.50 CHF 48.51 CHF 28,000 28,000 10,922 10,922 525,024 CHF 525,186 CHF 97.04% 97.04%
11/11/2024 0.04% 47.76 CHF 47.77 CHF 30,000 30,000 11,113 11,113 533,027 CHF 533,193 CHF 96.09% 96.09%
08/11/2024 0.04% 47.92 CHF 47.93 CHF 30,000 30,000 11,177 11,177 537,655 CHF 537,820 CHF 95.61% 95.61%
07/11/2024 0.04% 47.85 CHF 47.86 CHF 30,000 30,000 11,587 11,587 552,218 CHF 552,388 CHF 98.14% 98.14%

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