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 0.79% 60.27 CHF 60.75 CHF 1,000 1,000 1,000 1,000 60,416 CHF 60,896 CHF 100.00% 100.00%
19/11/2024 0.79% 60.57 CHF 61.05 CHF 400 1,000 557 1,000 33,722 CHF 60,973 CHF 98.58% 100.00%
18/11/2024 0.79% 60.27 CHF 60.75 CHF 1,000 1,000 1,000 1,000 59,842 CHF 60,317 CHF 100.00% 100.00%
15/11/2024 0.79% 59.40 CHF 59.87 CHF 1,000 1,000 1,000 1,000 59,434 CHF 59,905 CHF 100.00% 100.00%
14/11/2024 0.79% 60.36 CHF 60.84 CHF 1,000 1,000 1,000 1,000 60,723 CHF 61,205 CHF 100.00% 100.00%
13/11/2024 0.79% 60.85 CHF 61.33 CHF 1,000 1,000 982 1,000 59,507 CHF 61,073 CHF 100.00% 100.00%
12/11/2024 0.79% 60.98 CHF 61.46 CHF 1,000 1,000 1,000 1,000 61,699 CHF 62,188 CHF 100.00% 100.00%
11/11/2024 1.04% 61.86 CHF 62.35 CHF 1,000 1,000 1,000 1,000 61,252 CHF 61,890 CHF 96.64% 96.64%
08/11/2024 0.79% 60.81 CHF 61.29 CHF 1,000 1,000 1,000 1,000 60,719 CHF 61,201 CHF 100.00% 100.00%
07/11/2024 0.79% 61.07 CHF 61.56 CHF 1,000 1,000 1,000 1,000 60,956 CHF 61,439 CHF 100.00% 100.00%

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