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 0.73% 21.60 CHF 21.76 CHF 9,259 9,191 9,188 9,121 199,989 CHF 199,989 CHF 99.94% 99.94%
19/11/2024 0.73% 21.67 CHF 21.83 CHF 9,229 9,161 9,202 9,135 199,990 CHF 199,988 CHF 99.87% 99.87%
18/11/2024 0.73% 22.18 CHF 22.34 CHF 9,017 8,952 9,004 8,939 199,988 CHF 199,987 CHF 99.95% 99.95%
15/11/2024 0.75% 22.22 CHF 22.38 CHF 9,000 8,936 8,953 8,886 199,987 CHF 199,988 CHF 99.93% 99.93%
14/11/2024 0.73% 22.06 CHF 22.22 CHF 9,066 9,000 9,107 9,041 199,988 CHF 199,988 CHF 99.91% 99.91%
13/11/2024 0.72% 22.00 CHF 22.16 CHF 9,090 9,025 9,072 9,007 199,989 CHF 199,988 CHF 99.95% 99.95%
12/11/2024 0.75% 22.19 CHF 22.35 CHF 9,013 8,948 8,931 8,864 199,986 CHF 199,988 CHF 99.94% 99.94%
11/11/2024 0.77% 23.37 CHF 23.55 CHF 8,557 8,492 8,535 8,470 199,989 CHF 199,986 CHF 99.94% 99.94%
08/11/2024 0.77% 23.13 CHF 23.31 CHF 8,646 8,580 8,581 8,515 199,989 CHF 199,988 CHF 99.95% 99.95%
07/11/2024 0.75% 23.90 CHF 24.08 CHF 8,368 8,305 8,346 8,284 199,990 CHF 199,989 CHF 99.92% 99.92%

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