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 0.24% 8.23 CHF 8.25 CHF 34,100 34,100 34,341 34,341 289,944 CHF 290,630 CHF 100.00% 100.00%
19/11/2024 0.24% 8.43 CHF 8.45 CHF 34,500 34,500 33,838 33,838 282,983 CHF 283,660 CHF 100.00% 100.00%
18/11/2024 0.23% 8.63 CHF 8.65 CHF 33,400 33,400 32,917 32,917 284,354 CHF 285,012 CHF 100.00% 100.00%
15/11/2024 0.23% 8.64 CHF 8.66 CHF 32,600 32,600 33,021 33,021 291,213 CHF 291,874 CHF 100.00% 100.00%
14/11/2024 0.23% 8.81 CHF 8.83 CHF 33,300 33,300 33,180 33,180 288,276 CHF 288,939 CHF 99.91% 99.91%
13/11/2024 0.23% 8.48 CHF 8.50 CHF 33,100 33,100 33,523 33,523 292,453 CHF 293,124 CHF 100.00% 100.00%
12/11/2024 0.23% 8.62 CHF 8.64 CHF 33,800 33,800 33,499 33,499 289,828 CHF 290,498 CHF 100.00% 100.00%
11/11/2024 0.23% 8.74 CHF 8.76 CHF 33,300 33,300 32,938 32,938 289,022 CHF 289,681 CHF 100.00% 100.00%
08/11/2024 0.22% 8.82 CHF 8.84 CHF 32,700 32,700 32,037 32,037 286,083 CHF 286,723 CHF 100.00% 100.00%
07/11/2024 0.22% 9.17 CHF 9.19 CHF 31,600 31,600 32,561 32,561 302,012 CHF 302,663 CHF 100.00% 100.00%

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