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 0.06% 16.79 CHF 16.80 CHF 80,000 80,000 80,000 80,000 1,368,790 CHF 1,369,590 CHF 99.88% 99.88%
19/11/2024 0.06% 16.85 CHF 16.86 CHF 80,000 80,000 77,847 77,847 1,300,220 CHF 1,301,020 CHF 99.80% 99.80%
18/11/2024 0.06% 16.95 CHF 16.96 CHF 80,000 80,000 79,998 79,998 1,343,950 CHF 1,344,750 CHF 99.58% 99.58%
15/11/2024 0.06% 16.84 CHF 16.85 CHF 80,000 80,000 80,000 80,000 1,369,990 CHF 1,370,790 CHF 99.94% 99.94%
14/11/2024 0.06% 17.71 CHF 17.72 CHF 80,000 80,000 79,999 79,999 1,427,170 CHF 1,427,970 CHF 100.00% 100.00%
13/11/2024 0.06% 17.71 CHF 17.72 CHF 80,000 80,000 80,000 80,000 1,408,540 CHF 1,409,340 CHF 99.98% 99.98%
12/11/2024 0.06% 17.66 CHF 17.67 CHF 80,000 80,000 80,000 80,000 1,419,160 CHF 1,419,960 CHF 100.00% 100.00%
11/11/2024 0.06% 17.83 CHF 17.84 CHF 80,000 80,000 80,000 80,000 1,429,640 CHF 1,430,440 CHF 100.00% 100.00%
08/11/2024 0.06% 17.59 CHF 17.60 CHF 80,000 80,000 80,000 80,000 1,391,920 CHF 1,392,720 CHF 100.00% 100.00%
07/11/2024 0.07% 17.30 CHF 17.32 CHF 40,000 40,000 74,373 74,373 1,279,030 CHF 1,279,830 CHF 99.67% 99.67%

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