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% 22.37 CHF 22.38 CHF 60,000 60,000 22,640 22,640 509,244 CHF 509,471 CHF 98.56% 98.56%
19/11/2024 0.05% 22.04 CHF 22.05 CHF 60,000 60,000 23,622 23,622 514,442 CHF 514,679 CHF 96.73% 96.73%
18/11/2024 0.05% 21.52 CHF 21.53 CHF 60,000 60,000 23,135 23,135 493,504 CHF 493,736 CHF 96.84% 96.84%
15/11/2024 0.05% 22.01 CHF 22.02 CHF 60,000 60,000 23,100 23,100 515,459 CHF 515,691 CHF 98.13% 98.13%
14/11/2024 0.04% 23.01 CHF 23.02 CHF 55,000 55,000 21,663 21,663 495,406 CHF 495,623 CHF 98.75% 98.75%
13/11/2024 0.04% 22.68 CHF 22.69 CHF 60,000 60,000 21,887 21,887 498,862 CHF 499,081 CHF 98.57% 98.57%
12/11/2024 0.05% 22.77 CHF 22.78 CHF 55,000 55,000 22,139 22,139 499,348 CHF 499,569 CHF 98.67% 98.67%
11/11/2024 0.05% 22.40 CHF 22.41 CHF 60,000 60,000 22,902 22,902 514,928 CHF 515,158 CHF 99.09% 99.09%
08/11/2024 0.05% 22.49 CHF 22.50 CHF 60,000 60,000 22,860 22,860 516,109 CHF 516,338 CHF 99.10% 99.10%
07/11/2024 0.05% 22.46 CHF 22.47 CHF 60,000 60,000 23,648 23,648 528,905 CHF 529,141 CHF 99.46% 99.46%

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