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 0.17% 28.95 CHF 29.00 CHF 5,100 5,100 5,052 5,052 147,108 CHF 147,361 CHF 100.00% 100.00%
19/11/2024 0.18% 28.70 CHF 28.75 CHF 5,200 5,200 5,113 5,113 146,841 CHF 147,097 CHF 98.87% 98.87%
18/11/2024 0.18% 28.85 CHF 28.90 CHF 5,100 5,100 5,101 5,101 146,980 CHF 147,236 CHF 100.00% 100.00%
15/11/2024 0.18% 28.60 CHF 28.65 CHF 5,200 5,200 5,246 5,246 148,503 CHF 148,765 CHF 72.10% 72.10%
14/11/2024 0.18% 28.85 CHF 28.90 CHF 5,200 5,200 5,168 5,168 146,638 CHF 146,897 CHF 100.00% 100.00%
13/11/2024 0.17% 28.90 CHF 28.95 CHF 5,100 5,100 5,104 5,104 147,363 CHF 147,618 CHF 99.37% 99.37%
12/11/2024 0.18% 28.35 CHF 28.40 CHF 5,200 5,200 5,150 5,150 147,592 CHF 147,850 CHF 100.00% 100.00%
11/11/2024 0.17% 29.15 CHF 29.20 CHF 5,100 5,100 5,052 5,052 147,548 CHF 147,801 CHF 100.00% 100.00%
08/11/2024 0.17% 29.10 CHF 29.15 CHF 5,100 5,100 5,057 5,057 147,033 CHF 147,286 CHF 100.00% 100.00%
07/11/2024 0.17% 29.30 CHF 29.35 CHF 5,100 5,100 5,052 5,052 148,659 CHF 148,912 CHF 100.00% 100.00%

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