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 0.13% 47.55 CHF 47.60 CHF 7,680 7,680 7,066 7,066 339,851 CHF 340,252 CHF 100.00% 100.00%
19/11/2024 0.14% 46.90 CHF 46.95 CHF 7,800 7,800 7,320 7,320 338,327 CHF 338,743 CHF 99.02% 99.02%
18/11/2024 0.14% 45.85 CHF 45.90 CHF 7,980 7,980 7,487 7,487 340,319 CHF 340,741 CHF 98.72% 98.72%
15/11/2024 0.14% 46.85 CHF 46.90 CHF 7,820 7,820 7,029 7,029 335,520 CHF 335,939 CHF 71.70% 71.70%
14/11/2024 0.13% 48.85 CHF 48.90 CHF 7,540 7,540 7,028 7,028 341,053 CHF 341,452 CHF 100.00% 100.00%
13/11/2024 0.13% 48.20 CHF 48.25 CHF 7,610 7,610 7,042 7,042 341,383 CHF 341,783 CHF 99.87% 99.87%
12/11/2024 0.13% 48.35 CHF 48.40 CHF 7,590 7,590 7,168 7,168 340,634 CHF 341,041 CHF 99.96% 99.96%
11/11/2024 0.13% 47.60 CHF 47.65 CHF 7,720 7,720 7,118 7,118 341,431 CHF 341,835 CHF 100.00% 100.00%
08/11/2024 0.13% 47.75 CHF 47.80 CHF 7,710 7,710 7,139 7,139 342,460 CHF 342,864 CHF 99.79% 99.79%
07/11/2024 0.13% 47.65 CHF 47.70 CHF 7,760 7,760 7,268 7,268 343,685 CHF 344,096 CHF 99.50% 99.50%

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