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 0.80% 126.13 CHF 127.14 CHF 2,500 2,500 2,500 2,500 316,705 CHF 319,248 CHF 100.00% 100.00%
19/11/2024 0.80% 125.62 CHF 126.63 CHF 2,500 2,500 2,500 2,500 314,317 CHF 316,842 CHF 100.00% 100.00%
18/11/2024 0.80% 126.33 CHF 127.35 CHF 2,500 2,500 2,500 2,500 314,416 CHF 316,941 CHF 100.00% 100.00%
15/11/2024 0.80% 124.82 CHF 125.82 CHF 2,500 2,500 2,500 2,500 311,894 CHF 314,399 CHF 100.00% 100.00%
14/11/2024 0.80% 125.61 CHF 126.62 CHF 2,500 2,500 2,500 2,500 317,368 CHF 319,917 CHF 100.00% 100.00%
13/11/2024 0.80% 127.42 CHF 128.45 CHF 2,500 2,500 2,500 2,500 318,185 CHF 320,741 CHF 100.00% 100.00%
12/11/2024 0.80% 127.05 CHF 128.07 CHF 2,500 2,500 2,500 2,500 318,784 CHF 321,344 CHF 100.00% 100.00%
11/11/2024 0.80% 127.00 CHF 128.02 CHF 2,500 2,500 2,500 2,500 313,381 CHF 315,898 CHF 100.00% 100.00%
08/11/2024 0.80% 122.09 CHF 123.07 CHF 2,500 2,500 2,500 2,500 302,883 CHF 305,316 CHF 100.00% 100.00%
07/11/2024 0.80% 121.42 CHF 122.39 CHF 2,500 2,500 2,500 2,500 305,988 CHF 308,446 CHF 100.00% 100.00%

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