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
22/11/2024 0.28% 27.60 CHF 27.65 CHF 14,200 14,200 7,867 7,867 215,684 CHF 216,231 CHF 100.00% 100.00%
20/11/2024 0.29% 26.00 CHF 26.05 CHF 14,700 14,700 7,990 7,990 212,913 CHF 213,467 CHF 99.89% 99.89%
19/11/2024 0.29% 27.35 CHF 27.40 CHF 14,500 14,500 8,048 8,048 214,573 CHF 215,123 CHF 100.00% 100.00%
18/11/2024 0.18% 27.10 CHF 27.15 CHF 15,100 15,100 8,327 8,327 217,333 CHF 217,713 CHF 99.37% 99.37%
15/11/2024 0.28% 25.47 CHF 25.50 CHF 14,600 14,600 8,049 8,049 208,698 CHF 209,194 CHF 99.76% 99.76%
14/11/2024 0.17% 26.40 CHF 26.45 CHF 15,200 15,200 8,356 8,356 215,381 CHF 215,748 CHF 99.35% 99.35%
13/11/2024 0.17% 25.16 CHF 25.19 CHF 15,600 15,600 8,597 8,597 214,168 CHF 214,493 CHF 100.00% 100.00%
12/11/2024 0.16% 25.60 CHF 25.63 CHF 15,600 15,600 8,597 8,597 215,445 CHF 215,770 CHF 100.00% 100.00%
11/11/2024 0.26% 24.53 CHF 24.56 CHF 15,000 15,000 8,107 8,107 206,833 CHF 207,301 CHF 98.85% 98.85%
08/11/2024 0.29% 26.10 CHF 26.15 CHF 14,900 14,900 8,176 8,176 216,196 CHF 216,763 CHF 100.00% 100.00%

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