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% 34.90 CHF 34.92 CHF 32,000 32,000 17,436 17,436 579,701 CHF 580,282 CHF 99.57% 99.57%
20/11/2024 0.12% 32.36 CHF 32.38 CHF 34,000 34,000 17,720 17,720 585,289 CHF 585,875 CHF 99.56% 99.56%
19/11/2024 0.12% 33.15 CHF 33.17 CHF 33,000 33,000 17,774 17,774 574,646 CHF 575,232 CHF 99.36% 99.36%
18/11/2024 0.12% 33.34 CHF 33.36 CHF 33,000 33,000 17,529 17,529 582,213 CHF 582,796 CHF 97.92% 97.92%
15/11/2024 0.13% 29.92 CHF 29.94 CHF 36,000 36,000 19,053 19,053 555,490 CHF 556,124 CHF 98.98% 98.98%
14/11/2024 0.12% 29.90 CHF 29.92 CHF 36,000 36,000 18,265 18,265 563,952 CHF 564,550 CHF 98.23% 98.23%
13/11/2024 0.12% 31.12 CHF 31.14 CHF 35,000 35,000 17,825 17,825 567,636 CHF 568,226 CHF 98.35% 98.35%
12/11/2024 0.11% 32.52 CHF 32.54 CHF 34,000 34,000 17,305 17,305 572,436 CHF 572,975 CHF 89.61% 89.61%
11/11/2024 0.12% 34.33 CHF 34.35 CHF 32,000 32,000 17,441 17,441 574,211 CHF 574,794 CHF 96.98% 96.98%
08/11/2024 0.12% 29.06 CHF 29.08 CHF 36,000 36,000 19,201 19,201 525,084 CHF 525,609 CHF 97.19% 97.19%

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