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% 61.65 CHF 61.70 CHF 2,500 2,500 2,477 2,477 153,523 CHF 153,647 CHF 100.00% 100.00%
19/11/2024 0.08% 61.15 CHF 61.20 CHF 2,600 2,600 2,539 2,539 155,353 CHF 155,480 CHF 98.86% 98.86%
18/11/2024 0.08% 61.45 CHF 61.50 CHF 2,500 2,500 2,524 2,524 154,946 CHF 155,072 CHF 100.00% 100.00%
15/11/2024 0.08% 60.95 CHF 61.00 CHF 2,600 2,600 2,600 2,600 156,956 CHF 157,086 CHF 71.41% 71.41%
14/11/2024 0.08% 61.50 CHF 61.55 CHF 2,600 2,600 2,576 2,576 155,830 CHF 155,959 CHF 100.00% 100.00%
13/11/2024 0.08% 61.50 CHF 61.55 CHF 2,500 2,500 2,532 2,532 155,702 CHF 155,829 CHF 99.36% 99.36%
12/11/2024 0.08% 60.45 CHF 60.50 CHF 2,600 2,600 2,575 2,575 157,275 CHF 157,404 CHF 100.00% 100.00%
11/11/2024 0.08% 62.05 CHF 62.10 CHF 2,500 2,500 2,477 2,477 153,930 CHF 154,054 CHF 100.00% 100.00%
08/11/2024 0.08% 61.95 CHF 62.00 CHF 2,500 2,500 2,480 2,480 153,547 CHF 153,671 CHF 100.00% 100.00%
07/11/2024 0.08% 62.35 CHF 62.40 CHF 2,500 2,500 2,477 2,477 155,049 CHF 155,173 CHF 100.00% 100.00%

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