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% 21.77 CHF 21.78 CHF 60,000 60,000 22,621 22,621 495,366 CHF 495,593 CHF 98.51% 98.51%
19/11/2024 0.05% 21.45 CHF 21.46 CHF 60,000 60,000 23,620 23,620 500,443 CHF 500,680 CHF 96.73% 96.73%
18/11/2024 0.05% 20.93 CHF 20.94 CHF 60,000 60,000 23,129 23,129 479,600 CHF 479,832 CHF 96.82% 96.82%
15/11/2024 0.05% 21.42 CHF 21.43 CHF 60,000 60,000 23,073 23,073 501,119 CHF 501,350 CHF 98.05% 98.05%
14/11/2024 0.05% 22.42 CHF 22.43 CHF 55,000 55,000 21,669 21,669 482,630 CHF 482,847 CHF 98.67% 98.67%
13/11/2024 0.05% 22.09 CHF 22.10 CHF 60,000 60,000 21,872 21,872 485,590 CHF 485,809 CHF 98.53% 98.53%
12/11/2024 0.05% 22.17 CHF 22.18 CHF 55,000 55,000 22,137 22,137 486,231 CHF 486,453 CHF 98.64% 98.64%
11/11/2024 0.05% 21.81 CHF 21.82 CHF 60,000 60,000 22,903 22,903 501,464 CHF 501,693 CHF 99.09% 99.09%
08/11/2024 0.05% 21.90 CHF 21.91 CHF 60,000 60,000 22,843 22,843 502,361 CHF 502,590 CHF 99.10% 99.10%
07/11/2024 0.05% 21.88 CHF 21.89 CHF 60,000 60,000 23,677 23,677 515,723 CHF 515,960 CHF 99.50% 99.50%

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