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 0.30% 16.75 CHF 16.80 CHF 15,540 15,540 15,325 15,325 254,322 CHF 255,089 CHF 100.00% 100.00%
19/11/2024 0.30% 16.70 CHF 16.75 CHF 15,530 15,530 15,341 15,341 255,452 CHF 256,220 CHF 98.96% 98.96%
18/11/2024 0.31% 16.45 CHF 16.50 CHF 15,400 15,400 15,205 15,205 248,580 CHF 249,341 CHF 100.00% 100.00%
15/11/2024 0.31% 16.20 CHF 16.25 CHF 15,260 15,260 15,225 15,225 245,057 CHF 245,818 CHF 72.17% 72.17%
14/11/2024 0.32% 15.50 CHF 15.55 CHF 14,890 14,890 14,794 14,794 231,357 CHF 232,098 CHF 100.00% 100.00%
13/11/2024 0.33% 15.45 CHF 15.50 CHF 14,810 14,810 14,646 14,646 225,135 CHF 225,868 CHF 98.58% 98.58%
12/11/2024 0.33% 15.50 CHF 15.55 CHF 14,840 14,840 14,664 14,664 226,259 CHF 226,993 CHF 99.69% 99.69%
11/11/2024 0.33% 15.15 CHF 15.20 CHF 14,660 14,660 14,529 14,529 220,052 CHF 220,780 CHF 100.00% 100.00%
08/11/2024 0.33% 15.45 CHF 15.50 CHF 14,850 14,850 14,674 14,674 225,541 CHF 226,275 CHF 100.00% 100.00%
07/11/2024 0.33% 15.10 CHF 15.15 CHF 14,710 14,710 14,610 14,610 221,504 CHF 222,235 CHF 100.00% 100.00%

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