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 0.73% 27.05 CHF 27.25 CHF 10,975 11,009 10,969 10,962 297,964 CHF 299,979 CHF 99.95% 99.95%
19/11/2024 0.74% 27.04 CHF 27.24 CHF 11,094 10,673 11,097 10,905 299,984 CHF 296,981 CHF 99.89% 99.89%
18/11/2024 0.74% 27.15 CHF 27.35 CHF 10,897 10,849 10,946 10,954 295,921 CHF 298,331 CHF 99.94% 99.94%
15/11/2024 0.74% 27.08 CHF 27.28 CHF 11,038 10,997 11,041 11,000 298,911 CHF 299,994 CHF 99.91% 99.91%
14/11/2024 0.74% 27.01 CHF 27.21 CHF 10,721 11,022 10,870 11,042 293,097 CHF 299,943 CHF 99.91% 99.91%
13/11/2024 0.74% 26.78 CHF 26.98 CHF 11,202 11,119 11,198 10,701 299,988 CHF 288,798 CHF 99.86% 99.86%
12/11/2024 0.74% 26.86 CHF 27.06 CHF 11,126 10,736 11,074 10,975 299,242 CHF 298,760 CHF 99.88% 99.88%
11/11/2024 0.73% 27.18 CHF 27.38 CHF 11,037 10,956 10,904 10,925 297,198 CHF 299,962 CHF 99.94% 99.94%
08/11/2024 0.73% 27.15 CHF 27.35 CHF 10,514 10,968 10,559 10,982 286,322 CHF 299,985 CHF 99.91% 99.91%
07/11/2024 0.73% 27.27 CHF 27.47 CHF 11,001 10,921 10,985 10,915 299,682 CHF 299,947 CHF 99.94% 99.94%

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