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
20/11/2024 0.86% 15.15 CHF 15.20 CHF 3,460 3,460 2,291 2,291 35,581 CHF 35,862 CHF 100.00% 100.00%
19/11/2024 0.90% 15.40 CHF 15.45 CHF 3,450 3,450 2,330 2,330 35,102 CHF 35,389 CHF 99.09% 99.09%
18/11/2024 0.91% 15.10 CHF 15.15 CHF 3,480 3,480 2,341 2,341 34,917 CHF 35,205 CHF 100.00% 100.00%
15/11/2024 0.91% 14.65 CHF 14.70 CHF 3,530 3,530 2,312 2,312 34,875 CHF 35,165 CHF 72.02% 72.02%
14/11/2024 0.85% 15.40 CHF 15.45 CHF 3,450 3,450 2,273 2,273 36,027 CHF 36,305 CHF 100.00% 100.00%
13/11/2024 0.83% 15.95 CHF 16.00 CHF 3,390 3,390 2,259 2,259 36,510 CHF 36,787 CHF 99.91% 99.91%
12/11/2024 0.84% 16.05 CHF 16.10 CHF 3,390 3,390 2,266 2,266 36,401 CHF 36,680 CHF 100.00% 100.00%
11/11/2024 0.86% 16.00 CHF 16.05 CHF 3,400 3,400 2,290 2,290 36,230 CHF 36,512 CHF 100.00% 100.00%
08/11/2024 0.85% 15.70 CHF 15.75 CHF 3,450 3,450 2,304 2,304 36,475 CHF 36,758 CHF 100.00% 100.00%
07/11/2024 0.87% 15.75 CHF 15.80 CHF 3,460 3,460 2,331 2,331 36,270 CHF 36,557 CHF 100.00% 100.00%

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