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% 21.42 CHF 21.43 CHF 60,000 60,000 23,099 23,099 497,690 CHF 497,921 CHF 99.78% 99.78%
19/11/2024 0.05% 21.10 CHF 21.11 CHF 60,000 60,000 23,811 23,811 496,186 CHF 496,424 CHF 97.53% 97.53%
18/11/2024 0.05% 20.58 CHF 20.59 CHF 60,000 60,000 23,290 23,290 474,756 CHF 474,990 CHF 98.77% 98.77%
15/11/2024 0.05% 21.07 CHF 21.08 CHF 60,000 60,000 23,572 23,572 503,617 CHF 503,853 CHF 99.42% 99.42%
14/11/2024 0.05% 22.07 CHF 22.08 CHF 55,000 55,000 22,060 22,060 483,627 CHF 483,848 CHF 99.95% 99.95%
13/11/2024 0.05% 21.75 CHF 21.76 CHF 60,000 60,000 22,368 22,368 488,896 CHF 489,120 CHF 99.94% 99.94%
12/11/2024 0.05% 21.83 CHF 21.84 CHF 55,000 55,000 22,560 22,560 487,852 CHF 488,078 CHF 99.95% 99.95%
11/11/2024 0.05% 21.47 CHF 21.48 CHF 60,000 60,000 23,158 23,158 499,036 CHF 499,268 CHF 99.80% 99.80%
08/11/2024 0.05% 21.57 CHF 21.58 CHF 60,000 60,000 23,160 23,160 501,478 CHF 501,710 CHF 99.97% 99.97%
07/11/2024 0.05% 21.54 CHF 21.55 CHF 60,000 60,000 23,773 23,773 509,737 CHF 509,975 CHF 99.76% 99.76%

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