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 0.04% 22.53 CHF 22.54 CHF 60,000 60,000 23,100 23,100 523,253 CHF 523,485 CHF 99.78% 99.78%
19/11/2024 0.05% 22.20 CHF 22.21 CHF 60,000 60,000 23,811 23,811 522,407 CHF 522,645 CHF 97.53% 97.53%
18/11/2024 0.05% 21.69 CHF 21.70 CHF 60,000 60,000 23,285 23,285 500,408 CHF 500,641 CHF 98.78% 98.78%
15/11/2024 0.05% 22.18 CHF 22.19 CHF 60,000 60,000 23,572 23,572 529,708 CHF 529,944 CHF 99.42% 99.42%
14/11/2024 0.04% 23.18 CHF 23.19 CHF 55,000 55,000 22,059 22,059 508,024 CHF 508,245 CHF 99.95% 99.95%
13/11/2024 0.04% 22.85 CHF 22.86 CHF 60,000 60,000 22,369 22,369 513,545 CHF 513,769 CHF 99.95% 99.95%
12/11/2024 0.05% 22.93 CHF 22.94 CHF 55,000 55,000 22,558 22,558 512,599 CHF 512,825 CHF 99.95% 99.95%
11/11/2024 0.04% 22.56 CHF 22.57 CHF 60,000 60,000 23,158 23,158 524,430 CHF 524,662 CHF 99.80% 99.80%
08/11/2024 0.04% 22.65 CHF 22.66 CHF 60,000 60,000 23,157 23,157 526,562 CHF 526,794 CHF 99.95% 99.95%
07/11/2024 0.05% 22.62 CHF 22.63 CHF 60,000 60,000 23,772 23,772 535,563 CHF 535,801 CHF 99.76% 99.76%

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