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% 36.45 CHF 36.47 CHF 32,000 32,000 17,492 17,492 608,448 CHF 609,028 CHF 99.94% 99.94%
20/11/2024 0.11% 33.88 CHF 33.90 CHF 34,000 34,000 17,774 17,774 614,157 CHF 614,743 CHF 99.90% 99.90%
19/11/2024 0.12% 34.67 CHF 34.69 CHF 33,000 33,000 17,787 17,787 601,970 CHF 602,556 CHF 99.54% 99.54%
18/11/2024 0.11% 34.87 CHF 34.89 CHF 33,000 33,000 17,571 17,571 610,416 CHF 610,999 CHF 98.20% 98.20%
15/11/2024 0.13% 31.42 CHF 31.44 CHF 36,000 36,000 19,135 19,135 586,605 CHF 587,238 CHF 99.46% 99.46%
14/11/2024 0.12% 31.40 CHF 31.42 CHF 36,000 36,000 18,345 18,345 594,044 CHF 594,642 CHF 98.81% 98.81%
13/11/2024 0.12% 32.63 CHF 32.65 CHF 35,000 35,000 17,988 17,988 599,970 CHF 600,562 CHF 99.34% 99.34%
12/11/2024 0.11% 34.04 CHF 34.06 CHF 34,000 34,000 16,980 16,980 587,258 CHF 587,793 CHF 96.28% 96.28%
11/11/2024 0.11% 35.86 CHF 35.88 CHF 32,000 32,000 17,728 17,728 610,466 CHF 611,051 CHF 99.14% 99.14%
08/11/2024 0.11% 30.53 CHF 30.55 CHF 36,000 36,000 19,690 19,690 568,308 CHF 568,838 CHF 100.00% 100.00%

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