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 0.21% 22.33 CHF 22.38 CHF 6,900 6,900 6,900 6,900 160,588 CHF 160,933 CHF 100.00% 100.00%
19/11/2024 0.23% 22.24 CHF 22.29 CHF 6,800 6,800 6,800 6,800 148,160 CHF 148,500 CHF 100.00% 100.00%
18/11/2024 0.22% 22.80 CHF 22.85 CHF 6,600 6,600 6,600 6,600 150,368 CHF 150,698 CHF 100.00% 100.00%
15/11/2024 0.20% 23.90 CHF 23.95 CHF 6,400 6,400 6,400 6,400 156,157 CHF 156,477 CHF 100.00% 100.00%
14/11/2024 0.20% 24.87 CHF 24.92 CHF 6,600 6,600 6,600 6,600 162,807 CHF 163,137 CHF 100.00% 100.00%
13/11/2024 0.21% 23.63 CHF 23.68 CHF 6,700 6,700 6,700 6,700 156,084 CHF 156,419 CHF 100.00% 100.00%
12/11/2024 0.20% 23.07 CHF 23.12 CHF 6,200 6,200 6,200 6,200 153,034 CHF 153,344 CHF 99.86% 99.86%
11/11/2024 0.19% 26.13 CHF 26.18 CHF 6,500 6,500 6,500 6,500 168,381 CHF 168,706 CHF 99.67% 99.67%
08/11/2024 0.20% 24.37 CHF 24.42 CHF 6,400 6,400 6,400 6,400 156,182 CHF 156,502 CHF 98.76% 98.76%
07/11/2024 0.20% 24.93 CHF 24.98 CHF 6,400 6,400 6,400 6,400 159,032 CHF 159,352 CHF 100.00% 100.00%

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