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 0.75% 23.81 CHF 23.99 CHF 8,399 8,336 8,375 8,313 199,988 CHF 199,990 CHF 99.99% 99.99%
19/11/2024 0.75% 23.78 CHF 23.96 CHF 8,410 8,290 8,405 8,340 199,987 CHF 199,934 CHF 99.99% 99.99%
18/11/2024 0.75% 23.86 CHF 24.04 CHF 8,382 8,319 8,383 8,320 199,988 CHF 199,990 CHF 100.00% 100.00%
15/11/2024 0.75% 23.90 CHF 24.08 CHF 8,368 8,212 8,363 8,297 199,989 CHF 199,920 CHF 99.98% 99.98%
14/11/2024 0.75% 23.99 CHF 24.17 CHF 8,336 8,064 8,344 8,274 199,988 CHF 199,801 CHF 99.96% 99.96%
13/11/2024 0.75% 23.89 CHF 24.07 CHF 8,371 8,309 8,369 8,307 199,990 CHF 199,989 CHF 99.99% 99.99%
12/11/2024 0.75% 23.91 CHF 24.09 CHF 8,114 8,302 8,316 8,262 199,809 CHF 199,990 CHF 99.99% 99.99%
11/11/2024 0.74% 24.10 CHF 24.28 CHF 8,298 8,237 8,297 8,236 199,988 CHF 199,987 CHF 99.97% 99.97%
08/11/2024 0.75% 23.99 CHF 24.17 CHF 8,336 8,274 8,324 8,263 199,986 CHF 199,988 CHF 99.90% 99.90%
07/11/2024 0.75% 24.07 CHF 24.25 CHF 8,309 8,247 8,317 8,225 199,988 CHF 199,261 CHF 99.97% 99.97%

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