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 0.26% 102.70 CHF 102.80 CHF 2,000 2,000 1,100 1,100 118,798 CHF 119,061 CHF 99.88% 99.88%
19/11/2024 0.23% 103.10 CHF 103.20 CHF 2,000 2,000 1,098 1,098 114,270 CHF 114,490 CHF 100.00% 100.00%
18/11/2024 0.26% 108.60 CHF 108.80 CHF 2,100 2,100 1,194 1,194 128,399 CHF 128,695 CHF 99.20% 99.20%
15/11/2024 0.26% 108.20 CHF 108.40 CHF 1,800 1,800 1,033 1,033 119,880 CHF 120,172 CHF 99.09% 99.09%
14/11/2024 0.26% 121.00 CHF 121.20 CHF 1,900 1,900 992 992 120,551 CHF 120,825 CHF 99.79% 99.79%
13/11/2024 0.27% 114.80 CHF 115.00 CHF 1,900 1,900 1,076 1,076 123,651 CHF 123,950 CHF 100.00% 100.00%
12/11/2024 0.28% 113.60 CHF 113.80 CHF 2,000 2,000 1,100 1,100 122,290 CHF 122,595 CHF 99.85% 99.85%
11/11/2024 0.27% 110.40 CHF 110.60 CHF 1,900 1,900 1,077 1,077 125,303 CHF 125,603 CHF 100.00% 100.00%
08/11/2024 0.26% 117.60 CHF 117.80 CHF 1,800 1,800 1,033 1,033 123,372 CHF 123,663 CHF 98.98% 98.98%
07/11/2024 0.27% 120.20 CHF 120.40 CHF 1,900 1,900 1,077 1,077 124,530 CHF 124,830 CHF 99.90% 99.90%

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