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 0.91% 51.95 CHF 52.45 CHF 1,600 1,600 1,600 1,600 87,359 CHF 88,159 CHF 100.00% 100.00%
19/11/2024 1.15% 44.45 CHF 44.95 CHF 1,600 1,600 1,600 1,600 69,088 CHF 69,888 CHF 100.00% 100.00%
18/11/2024 1.12% 46.00 CHF 46.50 CHF 1,600 1,600 1,600 1,600 71,349 CHF 72,149 CHF 100.00% 100.00%
15/11/2024 1.16% 45.40 CHF 45.95 CHF 1,500 1,500 1,500 1,500 70,741 CHF 71,566 CHF 100.00% 100.00%
14/11/2024 1.10% 48.95 CHF 49.50 CHF 1,400 1,400 1,400 1,400 69,370 CHF 70,140 CHF 100.00% 100.00%
13/11/2024 1.04% 51.65 CHF 52.20 CHF 1,500 1,500 1,468 1,468 76,932 CHF 77,740 CHF 100.00% 100.00%
12/11/2024 1.18% 52.25 CHF 52.95 CHF 1,200 1,200 1,196 1,196 70,958 CHF 71,795 CHF 99.85% 99.85%
11/11/2024 1.06% 65.70 CHF 66.40 CHF 1,300 1,300 1,300 1,300 85,530 CHF 86,440 CHF 99.64% 99.64%
08/11/2024 1.18% 59.50 CHF 60.20 CHF 1,300 1,300 1,300 1,300 75,050 CHF 75,939 CHF 98.70% 98.70%
07/11/2024 1.00% 58.90 CHF 59.50 CHF 1,400 1,400 1,402 1,402 83,111 CHF 83,946 CHF 100.00% 100.00%

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