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 0.43% 23.25 CHF 23.35 CHF 4,300 4,300 4,249 4,249 99,297 CHF 99,721 CHF 100.00% 100.00%
19/11/2024 0.43% 23.50 CHF 23.60 CHF 4,200 4,200 4,274 4,274 99,757 CHF 100,184 CHF 100.00% 100.00%
18/11/2024 0.42% 23.75 CHF 23.85 CHF 4,200 4,200 4,191 4,191 99,606 CHF 100,025 CHF 100.00% 100.00%
15/11/2024 0.42% 23.80 CHF 23.90 CHF 4,200 4,200 4,130 4,130 98,711 CHF 99,124 CHF 100.00% 100.00%
14/11/2024 0.43% 23.70 CHF 23.80 CHF 4,200 4,200 4,207 4,207 99,077 CHF 99,498 CHF 100.00% 100.00%
13/11/2024 0.42% 23.60 CHF 23.70 CHF 4,200 4,200 4,200 4,200 99,337 CHF 99,757 CHF 100.00% 100.00%
12/11/2024 0.42% 23.80 CHF 23.90 CHF 4,200 4,200 4,133 4,133 99,106 CHF 99,520 CHF 100.00% 100.00%
11/11/2024 0.70% 24.95 CHF 25.05 CHF 4,000 4,000 3,998 3,998 99,715 CHF 100,413 CHF 100.00% 100.00%
08/11/2024 0.48% 24.75 CHF 24.85 CHF 4,000 4,000 3,999 3,999 99,467 CHF 99,942 CHF 100.00% 100.00%
07/11/2024 0.56% 25.43 CHF 25.57 CHF 3,900 3,900 3,885 3,885 98,850 CHF 99,405 CHF 99.57% 99.57%

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