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 0.17% 28.10 CHF 28.15 CHF 114,600 114,600 114,600 114,600 3,303,940 CHF 3,309,670 CHF 100.00% 100.00%
19/11/2024 0.18% 28.30 CHF 28.35 CHF 115,900 115,900 115,900 115,900 3,239,980 CHF 3,245,770 CHF 100.00% 100.00%
18/11/2024 0.18% 28.50 CHF 28.55 CHF 117,200 117,200 117,200 117,200 3,299,630 CHF 3,305,490 CHF 99.58% 99.58%
15/11/2024 0.17% 28.25 CHF 28.30 CHF 112,500 112,500 112,500 112,500 3,251,290 CHF 3,256,920 CHF 100.00% 100.00%
14/11/2024 0.16% 30.20 CHF 30.25 CHF 110,500 110,500 110,500 110,500 3,370,620 CHF 3,376,150 CHF 100.00% 100.00%
13/11/2024 0.17% 30.30 CHF 30.35 CHF 110,500 110,500 110,500 110,500 3,324,590 CHF 3,330,110 CHF 100.00% 100.00%
12/11/2024 0.16% 30.20 CHF 30.25 CHF 109,500 109,500 109,500 109,500 3,329,440 CHF 3,334,920 CHF 100.00% 100.00%
11/11/2024 0.16% 30.65 CHF 30.70 CHF 109,700 109,700 109,700 109,700 3,371,900 CHF 3,377,380 CHF 100.00% 100.00%
08/11/2024 0.17% 30.20 CHF 30.25 CHF 111,000 111,000 111,000 111,000 3,298,960 CHF 3,304,510 CHF 100.00% 100.00%
07/11/2024 0.17% 29.45 CHF 29.50 CHF 113,400 113,400 113,400 113,400 3,310,220 CHF 3,315,890 CHF 99.68% 99.68%

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