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% 32.26 CHF 32.28 CHF 32,000 32,000 17,492 17,492 535,263 CHF 535,844 CHF 99.94% 99.94%
20/11/2024 0.13% 29.73 CHF 29.75 CHF 34,000 34,000 17,773 17,773 540,389 CHF 540,976 CHF 99.90% 99.90%
19/11/2024 0.13% 30.53 CHF 30.55 CHF 33,000 33,000 17,787 17,787 528,372 CHF 528,958 CHF 99.54% 99.54%
18/11/2024 0.13% 30.71 CHF 30.73 CHF 33,000 33,000 17,572 17,572 537,393 CHF 537,976 CHF 98.20% 98.20%
15/11/2024 0.15% 27.26 CHF 27.28 CHF 36,000 36,000 19,135 19,135 507,009 CHF 507,642 CHF 99.46% 99.46%
14/11/2024 0.14% 27.24 CHF 27.26 CHF 36,000 36,000 18,343 18,343 517,665 CHF 518,264 CHF 98.87% 98.87%
13/11/2024 0.13% 28.49 CHF 28.51 CHF 35,000 35,000 17,989 17,989 525,639 CHF 526,230 CHF 99.34% 99.34%
12/11/2024 0.12% 29.91 CHF 29.93 CHF 34,000 34,000 17,005 17,005 517,932 CHF 518,467 CHF 96.08% 96.08%
11/11/2024 0.13% 31.74 CHF 31.76 CHF 32,000 32,000 17,719 17,719 537,213 CHF 537,798 CHF 99.06% 99.06%
08/11/2024 0.13% 26.45 CHF 26.47 CHF 36,000 36,000 19,694 19,694 488,109 CHF 488,640 CHF 100.00% 100.00%

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