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 0.36% 14.87 CHF 15.46 CHF 700 700 4,244 4,244 67,996 CHF 68,177 CHF 98.81% 98.81%
19/11/2024 0.38% 17.29 CHF 18.04 CHF 500 500 3,341 3,341 70,260 CHF 70,439 CHF 85.83% 85.83%
18/11/2024 0.32% 22.07 CHF 22.76 CHF 600 600 3,510 3,510 75,749 CHF 75,935 CHF 98.94% 98.94%
15/11/2024 0.21% 20.03 CHF 20.50 CHF 900 900 5,250 5,250 100,030 CHF 100,198 CHF 98.36% 98.36%
14/11/2024 0.30% 14.35 CHF 14.82 CHF 900 900 5,366 5,366 77,148 CHF 77,320 CHF 98.72% 98.72%
13/11/2024 0.33% 13.38 CHF 13.89 CHF 800 800 4,876 4,876 73,939 CHF 74,119 CHF 98.77% 98.77%
12/11/2024 0.25% 15.12 CHF 15.51 CHF 1,000 1,000 6,391 6,391 95,490 CHF 95,690 CHF 97.83% 97.83%
11/11/2024 0.43% 12.21 CHF 12.80 CHF 700 700 4,188 4,188 58,471 CHF 58,651 CHF 98.90% 98.90%
08/11/2024 0.38% 16.62 CHF 17.33 CHF 600 600 3,577 3,577 63,906 CHF 64,095 CHF 97.24% 97.24%
07/11/2024 0.24% 19.60 CHF 20.16 CHF 700 700 4,402 4,402 87,802 CHF 87,983 CHF 97.35% 97.35%

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