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 0.33% 40.79 CHF 40.93 CHF 2,000 2,000 2,000 2,000 84,140 CHF 84,420 CHF 99.48% 99.48%
19/11/2024 0.36% 39.18 CHF 39.32 CHF 2,000 2,000 2,000 2,000 75,484 CHF 75,755 CHF 99.57% 99.57%
18/11/2024 0.35% 38.42 CHF 38.55 CHF 2,000 2,000 2,000 2,000 75,379 CHF 75,643 CHF 99.45% 99.45%
15/11/2024 0.38% 36.62 CHF 36.76 CHF 2,000 2,000 2,000 2,000 76,115 CHF 76,405 CHF 98.88% 98.88%
14/11/2024 0.33% 40.36 CHF 40.50 CHF 2,000 2,000 2,000 2,000 79,990 CHF 80,255 CHF 99.52% 99.52%
13/11/2024 0.35% 39.39 CHF 39.53 CHF 2,000 2,000 2,000 2,000 76,578 CHF 76,848 CHF 99.47% 99.47%
12/11/2024 0.33% 41.40 CHF 41.54 CHF 2,000 2,000 2,000 2,000 84,020 CHF 84,297 CHF 99.58% 99.58%
11/11/2024 0.32% 42.21 CHF 42.35 CHF 2,000 2,000 2,000 2,000 87,473 CHF 87,750 CHF 99.53% 99.53%
08/11/2024 0.32% 42.48 CHF 42.62 CHF 2,000 2,000 2,000 2,000 84,946 CHF 85,219 CHF 99.52% 99.52%
07/11/2024 0.29% 41.28 CHF 41.40 CHF 2,000 2,000 2,000 2,000 79,091 CHF 79,325 CHF 99.57% 99.57%

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