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 0.96% 32.00 CHF 32.30 CHF 2,500 2,500 2,628 2,628 82,142 CHF 82,931 CHF 99.99% 99.99%
20/11/2024 0.92% 26.55 CHF 26.80 CHF 3,000 3,000 2,972 2,972 80,971 CHF 81,714 CHF 100.00% 100.00%
19/11/2024 0.94% 26.40 CHF 26.65 CHF 3,000 3,000 2,972 2,972 79,435 CHF 80,179 CHF 100.00% 100.00%
18/11/2024 0.95% 27.05 CHF 27.30 CHF 3,500 3,500 3,467 3,467 92,108 CHF 92,976 CHF 100.00% 100.00%
15/11/2024 0.96% 26.45 CHF 26.70 CHF 3,500 3,500 3,500 3,500 91,002 CHF 91,877 CHF 71.39% 71.39%
14/11/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
13/11/2024 1.05% 24.00 CHF 24.25 CHF 4,000 4,000 3,962 3,962 94,641 CHF 95,633 CHF 99.55% 99.55%
12/11/2024 1.05% 22.90 CHF 23.15 CHF 3,500 3,500 3,467 3,467 82,801 CHF 83,669 CHF 100.00% 100.00%
11/11/2024 1.00% 25.20 CHF 25.45 CHF 3,500 3,500 3,467 3,467 86,942 CHF 87,810 CHF 100.00% 100.00%
08/11/2024 1.06% 23.55 CHF 23.80 CHF 3,500 3,500 3,467 3,467 82,345 CHF 83,213 CHF 100.00% 100.00%

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