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 0.22% 43.95 CHF 44.05 CHF 5,900 5,900 5,876 5,876 263,144 CHF 263,731 CHF 100.00% 100.00%
19/11/2024 0.23% 43.60 CHF 43.70 CHF 5,900 5,900 5,892 5,892 256,439 CHF 257,029 CHF 100.00% 100.00%
18/11/2024 0.23% 43.95 CHF 44.05 CHF 5,900 5,900 5,905 5,905 254,993 CHF 255,584 CHF 100.00% 100.00%
15/11/2024 0.23% 43.75 CHF 43.85 CHF 5,800 5,800 5,776 5,776 252,167 CHF 252,745 CHF 100.00% 100.00%
14/11/2024 0.22% 44.85 CHF 44.95 CHF 6,400 6,400 6,374 6,374 284,907 CHF 285,545 CHF 100.00% 100.00%
13/11/2024 0.25% 39.20 CHF 39.30 CHF 6,400 6,400 6,378 6,378 252,970 CHF 253,607 CHF 100.00% 100.00%
12/11/2024 0.24% 40.80 CHF 40.90 CHF 6,000 6,000 5,917 5,917 250,549 CHF 251,140 CHF 100.00% 100.00%
11/11/2024 0.23% 44.50 CHF 44.60 CHF 5,900 5,900 5,874 5,874 260,062 CHF 260,650 CHF 100.00% 100.00%
08/11/2024 0.23% 43.70 CHF 43.80 CHF 6,100 6,100 6,107 6,107 262,067 CHF 262,678 CHF 99.18% 99.18%
07/11/2024 0.24% 41.95 CHF 42.05 CHF 6,200 6,200 6,140 6,140 256,242 CHF 256,856 CHF 100.00% 100.00%

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