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 0.64% 14.65 CHF 14.70 CHF 3,260 3,260 2,163 2,163 32,492 CHF 32,683 CHF 100.00% 100.00%
19/11/2024 0.65% 14.65 CHF 14.70 CHF 3,280 3,280 2,187 2,187 32,155 CHF 32,348 CHF 99.08% 99.08%
18/11/2024 0.64% 15.05 CHF 15.10 CHF 3,240 3,240 2,170 2,170 32,476 CHF 32,668 CHF 100.00% 100.00%
15/11/2024 0.63% 15.00 CHF 15.05 CHF 3,240 3,240 2,123 2,123 32,931 CHF 33,125 CHF 72.14% 72.14%
14/11/2024 0.61% 15.80 CHF 15.85 CHF 3,180 3,180 2,121 2,121 33,571 CHF 33,759 CHF 100.00% 100.00%
13/11/2024 0.62% 15.40 CHF 15.45 CHF 3,210 3,210 2,155 2,155 33,140 CHF 33,330 CHF 99.91% 99.91%
12/11/2024 0.64% 15.30 CHF 15.35 CHF 3,230 3,230 2,173 2,173 32,788 CHF 32,980 CHF 100.00% 100.00%
11/11/2024 0.62% 15.05 CHF 15.10 CHF 3,260 3,260 2,161 2,161 33,317 CHF 33,508 CHF 100.00% 100.00%
08/11/2024 0.62% 15.45 CHF 15.50 CHF 3,240 3,240 2,170 2,170 33,696 CHF 33,888 CHF 100.00% 100.00%
07/11/2024 0.63% 15.60 CHF 15.65 CHF 3,250 3,250 2,192 2,192 33,514 CHF 33,707 CHF 99.60% 99.60%

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