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% 37.86 CHF 37.88 CHF 32,000 32,000 17,492 17,492 633,036 CHF 633,616 CHF 99.94% 99.94%
20/11/2024 0.11% 35.28 CHF 35.30 CHF 34,000 34,000 17,773 17,773 638,936 CHF 639,523 CHF 99.90% 99.90%
19/11/2024 0.11% 36.06 CHF 36.08 CHF 33,000 33,000 17,787 17,787 626,706 CHF 627,292 CHF 99.54% 99.54%
18/11/2024 0.11% 36.26 CHF 36.28 CHF 33,000 33,000 17,572 17,572 634,984 CHF 635,567 CHF 98.20% 98.20%
15/11/2024 0.12% 32.82 CHF 32.84 CHF 36,000 36,000 19,134 19,134 613,329 CHF 613,962 CHF 99.46% 99.46%
14/11/2024 0.11% 32.80 CHF 32.82 CHF 36,000 36,000 18,345 18,345 619,708 CHF 620,307 CHF 98.81% 98.81%
13/11/2024 0.11% 34.01 CHF 34.03 CHF 35,000 35,000 17,988 17,988 624,972 CHF 625,563 CHF 99.34% 99.34%
12/11/2024 0.11% 35.42 CHF 35.44 CHF 34,000 34,000 16,981 16,981 610,833 CHF 611,368 CHF 96.28% 96.28%
11/11/2024 0.11% 37.24 CHF 37.26 CHF 32,000 32,000 17,732 17,732 635,120 CHF 635,705 CHF 99.13% 99.13%
08/11/2024 0.10% 31.91 CHF 31.93 CHF 36,000 36,000 19,691 19,691 595,346 CHF 595,877 CHF 100.00% 100.00%

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