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 0.43% 47.60 CHF 47.80 CHF 3,400 3,400 3,400 3,400 159,005 CHF 159,685 CHF 99.64% 99.64%
20/11/2024 0.48% 40.90 CHF 41.10 CHF 3,800 3,800 3,800 3,800 158,571 CHF 159,331 CHF 99.43% 99.43%
19/11/2024 0.49% 40.70 CHF 40.90 CHF 3,800 3,800 3,800 3,800 156,093 CHF 156,853 CHF 100.00% 100.00%
18/11/2024 0.49% 41.50 CHF 41.70 CHF 3,900 3,900 3,900 3,900 159,412 CHF 160,191 CHF 99.88% 99.88%
15/11/2024 0.50% 40.70 CHF 40.90 CHF 3,900 3,900 3,967 3,967 159,532 CHF 160,325 CHF 100.00% 100.00%
14/11/2024 0.39% 39.80 CHF 39.95 CHF 4,100 4,100 4,100 4,100 159,263 CHF 159,878 CHF 98.51% 98.51%
13/11/2024 0.40% 37.75 CHF 37.90 CHF 4,300 4,300 4,300 4,300 161,598 CHF 162,243 CHF 100.00% 100.00%
12/11/2024 0.43% 36.35 CHF 36.50 CHF 4,100 4,100 4,054 4,054 152,095 CHF 152,752 CHF 99.88% 99.88%
11/11/2024 0.38% 39.20 CHF 39.35 CHF 4,200 4,200 4,200 4,200 163,884 CHF 164,514 CHF 100.00% 100.00%
08/11/2024 0.40% 37.10 CHF 37.25 CHF 4,100 4,100 4,100 4,100 153,052 CHF 153,668 CHF 98.30% 98.30%

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