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 0.22% 9.12 CHF 9.14 CHF 37,600 37,600 37,960 37,960 344,350 CHF 345,109 CHF 100.00% 100.00%
19/11/2024 0.23% 8.81 CHF 8.83 CHF 38,200 38,200 37,236 37,236 330,307 CHF 331,052 CHF 100.00% 100.00%
18/11/2024 0.22% 9.11 CHF 9.13 CHF 36,600 36,600 36,600 36,600 337,120 CHF 337,852 CHF 100.00% 100.00%
15/11/2024 0.21% 9.30 CHF 9.32 CHF 36,700 36,700 36,516 36,516 339,704 CHF 340,434 CHF 98.67% 98.67%
14/11/2024 0.21% 9.25 CHF 9.27 CHF 36,400 36,400 37,612 37,612 352,604 CHF 353,356 CHF 99.79% 99.79%
13/11/2024 0.23% 8.96 CHF 8.98 CHF 38,500 38,500 38,680 38,680 343,260 CHF 344,033 CHF 100.00% 100.00%
12/11/2024 0.23% 8.80 CHF 8.82 CHF 38,800 38,800 39,040 39,040 342,747 CHF 343,528 CHF 100.00% 100.00%
11/11/2024 0.23% 8.65 CHF 8.67 CHF 39,200 39,200 40,703 40,703 349,765 CHF 350,579 CHF 100.00% 100.00%
08/11/2024 0.25% 8.19 CHF 8.21 CHF 41,700 41,700 41,097 41,097 330,921 CHF 331,743 CHF 100.00% 100.00%
07/11/2024 0.24% 8.05 CHF 8.07 CHF 40,700 40,700 40,458 40,458 333,789 CHF 334,598 CHF 100.00% 100.00%

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