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 0.40% 49.00 CHF 49.20 CHF 1,700 1,700 1,700 1,700 84,759 CHF 85,099 CHF 99.44% 99.44%
19/11/2024 0.42% 47.65 CHF 47.85 CHF 1,700 1,700 1,700 1,700 81,142 CHF 81,482 CHF 100.00% 100.00%
18/11/2024 0.41% 48.50 CHF 48.70 CHF 1,700 1,700 1,700 1,700 82,073 CHF 82,413 CHF 99.88% 99.88%
15/11/2024 0.44% 47.10 CHF 47.30 CHF 1,700 1,700 1,700 1,700 77,740 CHF 78,080 CHF 100.00% 100.00%
14/11/2024 0.43% 48.55 CHF 48.75 CHF 1,700 1,700 1,700 1,700 78,032 CHF 78,372 CHF 98.58% 98.58%
13/11/2024 0.41% 48.70 CHF 48.90 CHF 1,700 1,700 1,745 1,745 84,831 CHF 85,180 CHF 100.00% 100.00%
12/11/2024 0.42% 45.95 CHF 46.15 CHF 1,700 1,700 1,690 1,690 80,424 CHF 80,762 CHF 99.88% 99.88%
11/11/2024 0.39% 50.30 CHF 50.50 CHF 1,600 1,600 1,600 1,600 80,945 CHF 81,265 CHF 100.00% 100.00%
08/11/2024 0.40% 50.05 CHF 50.25 CHF 1,600 1,600 1,600 1,600 79,912 CHF 80,232 CHF 98.30% 98.30%
07/11/2024 0.38% 51.20 CHF 51.40 CHF 1,600 1,600 1,600 1,600 83,036 CHF 83,356 CHF 100.00% 100.00%

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