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% 22.23 CHF 22.24 CHF 60,000 60,000 23,101 23,101 516,215 CHF 516,446 CHF 99.79% 99.79%
19/11/2024 0.05% 21.90 CHF 21.91 CHF 60,000 60,000 23,811 23,811 515,130 CHF 515,369 CHF 97.53% 97.53%
18/11/2024 0.05% 21.38 CHF 21.39 CHF 60,000 60,000 23,291 23,291 493,406 CHF 493,640 CHF 98.77% 98.77%
15/11/2024 0.05% 21.87 CHF 21.88 CHF 60,000 60,000 23,572 23,572 522,463 CHF 522,699 CHF 99.42% 99.42%
14/11/2024 0.04% 22.87 CHF 22.88 CHF 55,000 55,000 22,059 22,059 501,298 CHF 501,519 CHF 99.95% 99.95%
13/11/2024 0.04% 22.54 CHF 22.55 CHF 60,000 60,000 22,368 22,368 506,686 CHF 506,910 CHF 99.95% 99.95%
12/11/2024 0.05% 22.63 CHF 22.64 CHF 55,000 55,000 22,559 22,559 505,782 CHF 506,008 CHF 99.95% 99.95%
11/11/2024 0.05% 22.26 CHF 22.27 CHF 60,000 60,000 23,160 23,160 517,415 CHF 517,647 CHF 99.80% 99.80%
08/11/2024 0.05% 22.35 CHF 22.36 CHF 60,000 60,000 23,157 23,157 519,609 CHF 519,841 CHF 99.96% 99.96%
07/11/2024 0.05% 22.32 CHF 22.33 CHF 60,000 60,000 23,772 23,772 528,390 CHF 528,628 CHF 99.76% 99.76%

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