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 0.39% 24.09 CHF 24.19 CHF 2,000 2,000 2,000 2,000 48,962 CHF 49,153 CHF 99.55% 99.55%
19/11/2024 0.41% 24.06 CHF 24.16 CHF 2,000 2,000 2,000 2,000 47,976 CHF 48,171 CHF 99.44% 99.49%
18/11/2024 0.39% 24.64 CHF 24.74 CHF 2,000 2,000 2,000 2,000 47,799 CHF 47,987 CHF 99.53% 99.53%
15/11/2024 0.41% 23.37 CHF 23.47 CHF 2,000 2,000 2,000 2,000 47,144 CHF 47,336 CHF 98.85% 98.85%
14/11/2024 0.41% 24.00 CHF 24.08 CHF 2,000 2,000 2,000 2,000 46,988 CHF 47,182 CHF 99.53% 99.53%
13/11/2024 0.44% 22.50 CHF 22.60 CHF 2,000 2,000 2,000 2,000 45,970 CHF 46,172 CHF 99.55% 99.55%
12/11/2024 0.44% 23.41 CHF 23.52 CHF 2,000 2,000 2,000 2,000 48,877 CHF 49,092 CHF 99.55% 99.55%
11/11/2024 0.41% 25.73 CHF 25.84 CHF 2,000 2,000 2,000 2,000 50,767 CHF 50,978 CHF 99.56% 99.56%
08/11/2024 0.42% 24.96 CHF 25.07 CHF 2,000 2,000 2,000 2,000 50,178 CHF 50,389 CHF 99.52% 99.52%
07/11/2024 0.43% 25.24 CHF 25.35 CHF 2,000 2,000 2,000 2,000 50,682 CHF 50,899 CHF 99.57% 99.57%

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