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 0.05% 22.46 CHF 22.47 CHF 60,000 60,000 22,621 22,621 510,975 CHF 511,202 CHF 98.51% 98.51%
19/11/2024 0.05% 22.14 CHF 22.15 CHF 60,000 60,000 23,587 23,587 515,925 CHF 516,162 CHF 96.67% 96.67%
18/11/2024 0.05% 21.62 CHF 21.63 CHF 60,000 60,000 23,114 23,114 495,278 CHF 495,510 CHF 96.76% 96.76%
15/11/2024 0.05% 22.11 CHF 22.12 CHF 60,000 60,000 23,095 23,095 517,541 CHF 517,773 CHF 98.11% 98.11%
14/11/2024 0.04% 23.11 CHF 23.12 CHF 55,000 55,000 21,681 21,681 497,872 CHF 498,089 CHF 98.78% 98.78%
13/11/2024 0.04% 22.78 CHF 22.79 CHF 60,000 60,000 21,872 21,872 500,615 CHF 500,834 CHF 98.42% 98.42%
12/11/2024 0.05% 22.86 CHF 22.87 CHF 55,000 55,000 22,144 22,144 501,565 CHF 501,786 CHF 98.66% 98.66%
11/11/2024 0.04% 22.49 CHF 22.50 CHF 60,000 60,000 22,898 22,898 517,021 CHF 517,251 CHF 99.08% 99.08%
08/11/2024 0.04% 22.58 CHF 22.59 CHF 60,000 60,000 22,841 22,841 517,825 CHF 518,054 CHF 99.08% 99.08%
07/11/2024 0.05% 22.55 CHF 22.56 CHF 60,000 60,000 23,673 23,673 531,691 CHF 531,928 CHF 99.49% 99.49%

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