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% 34.57 CHF 34.59 CHF 32,000 32,000 17,496 17,496 575,799 CHF 576,380 CHF 99.94% 99.94%
20/11/2024 0.12% 32.02 CHF 32.04 CHF 34,000 34,000 17,773 17,773 581,119 CHF 581,705 CHF 99.90% 99.90%
19/11/2024 0.12% 32.82 CHF 32.84 CHF 33,000 33,000 17,787 17,787 569,011 CHF 569,598 CHF 99.54% 99.54%
18/11/2024 0.12% 33.01 CHF 33.03 CHF 33,000 33,000 17,571 17,571 577,712 CHF 578,294 CHF 98.20% 98.20%
15/11/2024 0.14% 29.56 CHF 29.58 CHF 36,000 36,000 19,135 19,135 550,930 CHF 551,563 CHF 99.46% 99.46%
14/11/2024 0.13% 29.54 CHF 29.56 CHF 36,000 36,000 18,338 18,338 559,656 CHF 560,255 CHF 98.81% 98.81%
13/11/2024 0.12% 30.77 CHF 30.79 CHF 35,000 35,000 17,988 17,988 566,670 CHF 567,262 CHF 99.34% 99.34%
12/11/2024 0.12% 32.19 CHF 32.21 CHF 34,000 34,000 16,980 16,980 555,857 CHF 556,392 CHF 96.29% 96.29%
11/11/2024 0.12% 34.01 CHF 34.03 CHF 32,000 32,000 17,732 17,732 577,889 CHF 578,474 CHF 99.14% 99.14%
08/11/2024 0.12% 28.70 CHF 28.72 CHF 36,000 36,000 19,690 19,690 532,342 CHF 532,873 CHF 100.00% 100.00%

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