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 0.35% 27.85 CHF 27.95 CHF 14,300 14,300 14,300 14,300 409,069 CHF 410,499 CHF 100.00% 100.00%
19/11/2024 0.36% 28.30 CHF 28.40 CHF 14,300 14,300 14,300 14,300 398,048 CHF 399,478 CHF 100.00% 100.00%
18/11/2024 0.35% 29.15 CHF 29.25 CHF 14,500 14,500 14,500 14,500 415,722 CHF 417,172 CHF 98.93% 98.93%
15/11/2024 0.34% 28.15 CHF 28.25 CHF 14,000 14,000 14,000 14,000 409,885 CHF 411,285 CHF 100.00% 100.00%
14/11/2024 0.33% 30.85 CHF 30.95 CHF 14,100 14,100 14,100 14,100 429,248 CHF 430,658 CHF 100.00% 100.00%
13/11/2024 0.33% 30.05 CHF 30.15 CHF 13,900 13,900 13,900 13,900 419,827 CHF 421,217 CHF 99.87% 99.87%
12/11/2024 0.31% 31.55 CHF 31.65 CHF 13,200 13,200 13,200 13,200 427,519 CHF 428,839 CHF 100.00% 100.00%
11/11/2024 0.30% 33.50 CHF 33.60 CHF 13,000 13,000 13,000 13,000 431,889 CHF 433,189 CHF 100.00% 100.00%
08/11/2024 0.32% 31.60 CHF 31.70 CHF 13,100 13,100 13,100 13,100 412,512 CHF 413,822 CHF 100.00% 100.00%
07/11/2024 0.31% 32.35 CHF 32.45 CHF 13,200 13,200 13,200 13,200 422,879 CHF 424,199 CHF 99.67% 99.67%

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