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% 34.44 CHF 34.46 CHF 32,000 32,000 17,439 17,439 571,868 CHF 572,449 CHF 99.57% 99.57%
20/11/2024 0.12% 31.91 CHF 31.93 CHF 34,000 34,000 17,719 17,719 577,251 CHF 577,837 CHF 99.55% 99.55%
19/11/2024 0.12% 32.70 CHF 32.72 CHF 33,000 33,000 17,775 17,775 566,654 CHF 567,240 CHF 99.36% 99.36%
18/11/2024 0.12% 32.89 CHF 32.91 CHF 33,000 33,000 17,528 17,528 574,246 CHF 574,828 CHF 97.91% 97.91%
15/11/2024 0.14% 29.46 CHF 29.48 CHF 36,000 36,000 19,050 19,050 546,763 CHF 547,396 CHF 98.96% 98.96%
14/11/2024 0.13% 29.45 CHF 29.47 CHF 36,000 36,000 18,259 18,259 555,485 CHF 556,083 CHF 98.24% 98.24%
13/11/2024 0.12% 30.67 CHF 30.69 CHF 35,000 35,000 17,827 17,827 559,660 CHF 560,250 CHF 98.36% 98.36%
12/11/2024 0.12% 32.07 CHF 32.09 CHF 34,000 34,000 17,300 17,300 564,506 CHF 565,045 CHF 89.64% 89.64%
11/11/2024 0.12% 33.88 CHF 33.90 CHF 32,000 32,000 17,446 17,446 566,531 CHF 567,115 CHF 96.99% 96.99%
08/11/2024 0.12% 28.62 CHF 28.64 CHF 36,000 36,000 19,196 19,196 516,403 CHF 516,928 CHF 97.15% 97.15%

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