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 0.08% 62.85 CHF 62.90 CHF 2,500 2,500 2,477 2,477 156,443 CHF 156,567 CHF 100.00% 100.00%
19/11/2024 0.08% 62.35 CHF 62.40 CHF 2,600 2,600 2,539 2,539 158,337 CHF 158,464 CHF 98.86% 98.86%
18/11/2024 0.08% 62.65 CHF 62.70 CHF 2,500 2,500 2,523 2,523 157,826 CHF 157,952 CHF 100.00% 100.00%
15/11/2024 0.08% 62.15 CHF 62.20 CHF 2,600 2,600 2,600 2,600 160,056 CHF 160,186 CHF 71.79% 71.79%
14/11/2024 0.08% 62.65 CHF 62.70 CHF 2,600 2,600 2,576 2,576 158,879 CHF 159,008 CHF 100.00% 100.00%
13/11/2024 0.08% 62.70 CHF 62.75 CHF 2,500 2,500 2,533 2,533 158,738 CHF 158,865 CHF 99.36% 99.36%
12/11/2024 0.08% 61.65 CHF 61.70 CHF 2,600 2,600 2,575 2,575 160,316 CHF 160,445 CHF 100.00% 100.00%
11/11/2024 0.08% 63.20 CHF 63.25 CHF 2,500 2,500 2,477 2,477 156,845 CHF 156,969 CHF 100.00% 100.00%
08/11/2024 0.08% 63.10 CHF 63.15 CHF 2,500 2,500 2,480 2,480 156,454 CHF 156,578 CHF 100.00% 100.00%
07/11/2024 0.08% 63.55 CHF 63.60 CHF 2,500 2,500 2,477 2,477 157,948 CHF 158,072 CHF 100.00% 100.00%

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