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 0.13% 33.08 CHF 33.10 CHF 32,000 32,000 17,439 17,439 548,218 CHF 548,799 CHF 99.57% 99.57%
20/11/2024 0.12% 30.57 CHF 30.59 CHF 34,000 34,000 17,721 17,721 553,488 CHF 554,074 CHF 99.56% 99.56%
19/11/2024 0.13% 31.36 CHF 31.38 CHF 33,000 33,000 17,775 17,775 542,821 CHF 543,407 CHF 99.36% 99.36%
18/11/2024 0.12% 31.54 CHF 31.56 CHF 33,000 33,000 17,528 17,528 550,620 CHF 551,202 CHF 97.91% 97.91%
15/11/2024 0.14% 28.12 CHF 28.14 CHF 36,000 36,000 19,051 19,051 521,150 CHF 521,783 CHF 98.97% 98.97%
14/11/2024 0.13% 28.10 CHF 28.12 CHF 36,000 36,000 18,297 18,297 531,900 CHF 532,498 CHF 98.39% 98.39%
13/11/2024 0.13% 29.33 CHF 29.35 CHF 35,000 35,000 17,828 17,828 535,828 CHF 536,418 CHF 98.38% 98.38%
12/11/2024 0.12% 30.74 CHF 30.76 CHF 34,000 34,000 17,304 17,304 541,509 CHF 542,048 CHF 89.59% 89.59%
11/11/2024 0.13% 32.55 CHF 32.57 CHF 32,000 32,000 17,443 17,443 543,185 CHF 543,769 CHF 96.97% 96.97%
08/11/2024 0.12% 27.29 CHF 27.31 CHF 36,000 36,000 19,208 19,208 491,366 CHF 491,891 CHF 97.23% 97.23%

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