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 0.27% 21.93 CHF 21.95 CHF 18,800 18,800 5,984 5,984 131,140 CHF 131,338 CHF 99.89% 99.89%
19/11/2024 0.30% 19.77 CHF 19.79 CHF 21,000 21,000 6,776 6,776 129,941 CHF 130,166 CHF 100.00% 100.00%
18/11/2024 0.31% 18.75 CHF 18.77 CHF 22,800 22,800 7,276 7,276 126,816 CHF 127,041 CHF 99.87% 99.87%
15/11/2024 0.29% 16.92 CHF 16.94 CHF 22,800 22,800 7,031 7,031 122,977 CHF 123,197 CHF 99.69% 99.69%
14/11/2024 0.28% 18.55 CHF 18.57 CHF 22,200 22,200 7,137 7,137 131,645 CHF 131,870 CHF 100.00% 100.00%
13/11/2024 0.30% 17.84 CHF 17.86 CHF 23,100 23,100 7,687 7,687 134,042 CHF 134,283 CHF 100.00% 100.00%
12/11/2024 0.28% 16.20 CHF 16.22 CHF 25,500 25,500 8,164 8,164 132,071 CHF 132,301 CHF 100.00% 100.00%
11/11/2024 0.29% 15.67 CHF 15.69 CHF 26,400 26,400 8,463 8,463 129,969 CHF 130,208 CHF 100.00% 100.00%
08/11/2024 0.30% 14.63 CHF 14.65 CHF 27,500 27,500 8,749 8,749 130,261 CHF 130,508 CHF 100.00% 100.00%
07/11/2024 0.32% 14.53 CHF 14.55 CHF 29,200 29,200 9,369 9,369 132,265 CHF 132,530 CHF 100.00% 100.00%

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