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 0.60% 22.40 CHF 22.45 CHF 3,270 3,270 2,187 2,187 49,350 CHF 49,618 CHF 100.00% 100.00%
19/11/2024 0.62% 22.05 CHF 22.10 CHF 3,310 3,310 2,227 2,227 48,490 CHF 48,763 CHF 98.97% 98.97%
18/11/2024 0.61% 22.40 CHF 22.45 CHF 3,290 3,290 2,214 2,214 48,766 CHF 49,038 CHF 100.00% 100.00%
15/11/2024 0.58% 22.85 CHF 22.90 CHF 3,260 3,260 2,138 2,138 50,126 CHF 50,395 CHF 71.81% 71.81%
14/11/2024 0.56% 24.30 CHF 24.35 CHF 3,170 3,170 2,117 2,117 51,411 CHF 51,671 CHF 100.00% 100.00%
13/11/2024 0.55% 24.20 CHF 24.25 CHF 3,170 3,170 2,122 2,122 51,782 CHF 52,042 CHF 99.70% 99.70%
12/11/2024 0.55% 24.65 CHF 24.70 CHF 3,150 3,150 2,113 2,113 51,985 CHF 52,245 CHF 100.00% 100.00%
11/11/2024 0.55% 24.25 CHF 24.30 CHF 3,190 3,190 2,116 2,116 52,217 CHF 52,476 CHF 100.00% 100.00%
08/11/2024 0.54% 24.60 CHF 24.65 CHF 3,180 3,180 2,124 2,124 52,724 CHF 52,984 CHF 100.00% 100.00%
07/11/2024 0.58% 24.85 CHF 24.90 CHF 3,180 3,180 2,176 2,176 51,609 CHF 51,878 CHF 100.00% 100.00%

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