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 0.87% 15.10 CHF 15.15 CHF 3,460 3,460 2,291 2,291 35,395 CHF 35,676 CHF 100.00% 100.00%
19/11/2024 0.91% 15.30 CHF 15.35 CHF 3,450 3,450 2,330 2,330 34,923 CHF 35,209 CHF 99.09% 99.09%
18/11/2024 0.91% 15.05 CHF 15.10 CHF 3,480 3,480 2,341 2,341 34,734 CHF 35,021 CHF 100.00% 100.00%
15/11/2024 0.91% 14.55 CHF 14.60 CHF 3,530 3,530 2,311 2,311 34,679 CHF 34,970 CHF 72.13% 72.13%
14/11/2024 0.85% 15.30 CHF 15.35 CHF 3,450 3,450 2,273 2,273 35,835 CHF 36,113 CHF 100.00% 100.00%
13/11/2024 0.84% 15.90 CHF 15.95 CHF 3,390 3,390 2,259 2,259 36,331 CHF 36,609 CHF 99.93% 99.93%
12/11/2024 0.85% 15.95 CHF 16.00 CHF 3,390 3,390 2,266 2,266 36,209 CHF 36,488 CHF 100.00% 100.00%
11/11/2024 0.86% 15.90 CHF 15.95 CHF 3,400 3,400 2,290 2,290 36,046 CHF 36,328 CHF 100.00% 100.00%
08/11/2024 0.86% 15.60 CHF 15.65 CHF 3,450 3,450 2,304 2,304 36,299 CHF 36,582 CHF 100.00% 100.00%
07/11/2024 0.88% 15.65 CHF 15.70 CHF 3,460 3,460 2,330 2,330 36,087 CHF 36,374 CHF 100.00% 100.00%

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