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 0.12% 35.04 CHF 35.06 CHF 32,000 32,000 17,492 17,492 583,844 CHF 584,425 CHF 99.94% 99.94%
20/11/2024 0.12% 32.49 CHF 32.51 CHF 34,000 34,000 17,773 17,773 589,351 CHF 589,937 CHF 99.90% 99.90%
19/11/2024 0.12% 33.28 CHF 33.30 CHF 33,000 33,000 17,786 17,786 577,218 CHF 577,805 CHF 99.54% 99.54%
18/11/2024 0.12% 33.47 CHF 33.49 CHF 33,000 33,000 17,571 17,571 585,863 CHF 586,446 CHF 98.20% 98.20%
15/11/2024 0.13% 30.02 CHF 30.04 CHF 36,000 36,000 19,135 19,135 559,863 CHF 560,497 CHF 99.46% 99.46%
14/11/2024 0.12% 30.01 CHF 30.03 CHF 36,000 36,000 18,340 18,340 568,236 CHF 568,835 CHF 98.81% 98.81%
13/11/2024 0.12% 31.23 CHF 31.25 CHF 35,000 35,000 17,988 17,988 574,988 CHF 575,579 CHF 99.34% 99.34%
12/11/2024 0.11% 32.65 CHF 32.67 CHF 34,000 34,000 16,979 16,979 563,693 CHF 564,227 CHF 96.29% 96.29%
11/11/2024 0.12% 34.47 CHF 34.49 CHF 32,000 32,000 17,732 17,732 586,054 CHF 586,639 CHF 99.14% 99.14%
08/11/2024 0.11% 29.16 CHF 29.18 CHF 36,000 36,000 19,690 19,690 541,332 CHF 541,862 CHF 100.00% 100.00%

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