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 0.20% 25.05 CHF 25.10 CHF 5,100 5,100 5,052 5,052 127,454 CHF 127,707 CHF 100.00% 100.00%
19/11/2024 0.20% 24.80 CHF 24.85 CHF 5,200 5,200 5,111 5,111 126,885 CHF 127,141 CHF 98.90% 98.90%
18/11/2024 0.20% 24.95 CHF 25.00 CHF 5,100 5,100 5,097 5,097 127,055 CHF 127,310 CHF 100.00% 100.00%
15/11/2024 0.20% 24.70 CHF 24.75 CHF 5,200 5,200 5,250 5,250 128,219 CHF 128,482 CHF 71.80% 71.80%
14/11/2024 0.21% 25.00 CHF 25.05 CHF 5,200 5,200 5,168 5,168 126,565 CHF 126,824 CHF 100.00% 100.00%
13/11/2024 0.20% 25.00 CHF 25.05 CHF 5,100 5,100 5,108 5,108 127,613 CHF 127,869 CHF 99.36% 99.36%
12/11/2024 0.20% 24.50 CHF 24.55 CHF 5,200 5,200 5,151 5,151 127,620 CHF 127,878 CHF 100.00% 100.00%
11/11/2024 0.20% 25.25 CHF 25.30 CHF 5,100 5,100 5,052 5,052 127,909 CHF 128,161 CHF 100.00% 100.00%
08/11/2024 0.20% 25.20 CHF 25.25 CHF 5,100 5,100 5,055 5,055 127,381 CHF 127,634 CHF 100.00% 100.00%
07/11/2024 0.20% 25.40 CHF 25.45 CHF 5,100 5,100 5,052 5,052 129,068 CHF 129,321 CHF 100.00% 100.00%

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