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 0.54% 17.30 CHF 17.35 CHF 3,260 3,260 2,163 2,163 38,204 CHF 38,395 CHF 100.00% 100.00%
19/11/2024 0.55% 17.25 CHF 17.30 CHF 3,280 3,280 2,187 2,187 37,917 CHF 38,110 CHF 99.08% 99.08%
18/11/2024 0.55% 17.70 CHF 17.75 CHF 3,240 3,240 2,170 2,170 38,209 CHF 38,401 CHF 100.00% 100.00%
15/11/2024 0.54% 17.65 CHF 17.70 CHF 3,240 3,240 2,124 2,124 38,557 CHF 38,751 CHF 72.16% 72.16%
14/11/2024 0.52% 18.45 CHF 18.50 CHF 3,180 3,180 2,121 2,121 39,177 CHF 39,364 CHF 100.00% 100.00%
13/11/2024 0.53% 18.00 CHF 18.05 CHF 3,210 3,210 2,155 2,155 38,797 CHF 38,988 CHF 99.92% 99.92%
12/11/2024 0.54% 17.90 CHF 17.95 CHF 3,230 3,230 2,173 2,173 38,489 CHF 38,682 CHF 100.00% 100.00%
11/11/2024 0.53% 17.65 CHF 17.70 CHF 3,260 3,260 2,161 2,161 38,953 CHF 39,144 CHF 100.00% 100.00%
08/11/2024 0.53% 18.05 CHF 18.10 CHF 3,240 3,240 2,170 2,170 39,319 CHF 39,511 CHF 100.00% 100.00%
07/11/2024 0.54% 18.20 CHF 18.25 CHF 3,250 3,250 2,192 2,192 39,208 CHF 39,401 CHF 99.60% 99.60%

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