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 0.26% 17.19 CHF 17.24 CHF 9,000 9,000 9,000 9,000 152,662 CHF 153,059 CHF 100.00% 100.00%
19/11/2024 0.24% 17.08 CHF 17.12 CHF 10,000 10,000 10,000 10,000 168,689 CHF 169,090 CHF 100.00% 100.00%
18/11/2024 0.27% 15.56 CHF 15.60 CHF 10,000 10,000 10,000 10,000 156,785 CHF 157,207 CHF 100.00% 100.00%
15/11/2024 0.25% 16.22 CHF 16.26 CHF 10,000 10,000 10,000 10,000 158,041 CHF 158,432 CHF 100.00% 100.00%
14/11/2024 0.29% 15.24 CHF 15.28 CHF 10,000 10,000 10,000 10,000 156,165 CHF 156,612 CHF 100.00% 100.00%
13/11/2024 0.27% 16.26 CHF 16.30 CHF 10,000 10,000 10,000 10,000 161,968 CHF 162,409 CHF 100.00% 100.00%
12/11/2024 0.26% 16.08 CHF 16.12 CHF 10,000 10,000 10,000 10,000 158,346 CHF 158,761 CHF 100.00% 100.00%
11/11/2024 0.28% 15.14 CHF 15.18 CHF 10,000 10,000 10,000 10,000 148,814 CHF 149,230 CHF 100.00% 100.00%
08/11/2024 0.27% 15.13 CHF 15.17 CHF 10,000 10,000 10,000 10,000 149,801 CHF 150,206 CHF 100.00% 100.00%
07/11/2024 0.28% 14.73 CHF 14.77 CHF 10,000 10,000 10,000 10,000 145,356 CHF 145,765 CHF 100.00% 100.00%

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