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% 33.17 CHF 33.19 CHF 32,000 32,000 17,492 17,492 551,068 CHF 551,649 CHF 99.94% 99.94%
20/11/2024 0.12% 30.63 CHF 30.65 CHF 34,000 34,000 17,773 17,773 556,301 CHF 556,887 CHF 99.90% 99.90%
19/11/2024 0.13% 31.43 CHF 31.45 CHF 33,000 33,000 17,786 17,786 544,282 CHF 544,868 CHF 99.54% 99.54%
18/11/2024 0.12% 31.61 CHF 31.63 CHF 33,000 33,000 17,572 17,572 553,202 CHF 553,784 CHF 98.20% 98.20%
15/11/2024 0.14% 28.16 CHF 28.18 CHF 36,000 36,000 19,134 19,134 524,176 CHF 524,810 CHF 99.46% 99.46%
14/11/2024 0.13% 28.14 CHF 28.16 CHF 36,000 36,000 18,345 18,345 534,213 CHF 534,811 CHF 98.81% 98.81%
13/11/2024 0.13% 29.38 CHF 29.40 CHF 35,000 35,000 17,988 17,988 541,686 CHF 542,278 CHF 99.34% 99.34%
12/11/2024 0.12% 30.80 CHF 30.82 CHF 34,000 34,000 16,981 16,981 532,351 CHF 532,885 CHF 96.29% 96.29%
11/11/2024 0.13% 32.63 CHF 32.65 CHF 32,000 32,000 17,731 17,731 553,358 CHF 553,943 CHF 99.13% 99.13%
08/11/2024 0.12% 27.33 CHF 27.35 CHF 36,000 36,000 19,690 19,690 505,312 CHF 505,843 CHF 100.00% 100.00%

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