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 0.18% 27.55 CHF 27.60 CHF 5,100 5,100 5,052 5,052 140,063 CHF 140,316 CHF 100.00% 100.00%
19/11/2024 0.18% 27.30 CHF 27.35 CHF 5,200 5,200 5,111 5,111 139,638 CHF 139,894 CHF 98.87% 98.87%
18/11/2024 0.18% 27.45 CHF 27.50 CHF 5,100 5,100 5,098 5,098 139,792 CHF 140,048 CHF 100.00% 100.00%
15/11/2024 0.19% 27.20 CHF 27.25 CHF 5,200 5,200 5,250 5,250 141,297 CHF 141,559 CHF 72.10% 72.10%
14/11/2024 0.19% 27.45 CHF 27.50 CHF 5,200 5,200 5,168 5,168 139,434 CHF 139,693 CHF 100.00% 100.00%
13/11/2024 0.18% 27.50 CHF 27.55 CHF 5,100 5,100 5,109 5,109 140,392 CHF 140,647 CHF 99.34% 99.34%
12/11/2024 0.19% 26.95 CHF 27.00 CHF 5,200 5,200 5,151 5,151 140,448 CHF 140,706 CHF 100.00% 100.00%
11/11/2024 0.18% 27.75 CHF 27.80 CHF 5,100 5,100 5,052 5,052 140,496 CHF 140,749 CHF 100.00% 100.00%
08/11/2024 0.18% 27.70 CHF 27.75 CHF 5,100 5,100 5,056 5,056 139,992 CHF 140,245 CHF 100.00% 100.00%
07/11/2024 0.18% 27.90 CHF 27.95 CHF 5,100 5,100 5,052 5,052 141,643 CHF 141,896 CHF 100.00% 100.00%

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