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
30/10/2024 0.20% 18.42 CHF 18.43 CHF 32,000 32,000 16,252 16,252 301,762 CHF 302,114 CHF 92.02% 92.02%
29/10/2024 0.13% 16.65 CHF 16.66 CHF 34,000 34,000 21,416 21,416 354,520 CHF 354,890 CHF 97.67% 97.67%
28/10/2024 0.13% 16.26 CHF 16.27 CHF 35,000 35,000 21,298 21,105 350,393 CHF 347,566 CHF 98.84% 98.84%
25/10/2024 0.15% 16.08 CHF 16.09 CHF 35,000 35,000 19,331 19,331 306,706 CHF 307,090 CHF 100.00% 100.00%
24/10/2024 0.15% 15.65 CHF 15.66 CHF 35,000 35,000 19,353 19,353 303,750 CHF 304,134 CHF 99.98% 99.98%
23/10/2024 0.15% 15.74 CHF 15.75 CHF 35,000 35,000 19,278 19,278 308,204 CHF 308,587 CHF 100.00% 100.00%
22/10/2024 0.15% 15.96 CHF 15.97 CHF 35,000 35,000 19,329 19,329 306,672 CHF 307,056 CHF 99.90% 99.90%
21/10/2024 0.15% 15.69 CHF 15.70 CHF 35,000 35,000 19,304 19,304 303,730 CHF 304,114 CHF 100.00% 100.00%
18/10/2024 0.15% 15.82 CHF 15.83 CHF 35,000 35,000 19,256 19,256 304,314 CHF 304,699 CHF 99.44% 99.44%
17/10/2024 0.14% 15.80 CHF 15.81 CHF 35,000 35,000 19,387 19,387 309,999 CHF 310,383 CHF 98.94% 98.94%

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