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 0.21% 92.80 CHF 93.00 CHF 1,200 1,200 1,195 1,195 115,402 CHF 115,641 CHF 100.00% 100.00%
19/11/2024 0.24% 87.90 CHF 88.10 CHF 1,300 1,300 1,295 1,295 108,264 CHF 108,523 CHF 100.00% 100.00%
18/11/2024 0.24% 85.50 CHF 85.70 CHF 1,300 1,300 1,295 1,295 107,896 CHF 108,155 CHF 100.00% 100.00%
15/11/2024 0.36% 79.70 CHF 80.00 CHF 1,200 1,200 1,193 1,193 100,208 CHF 100,566 CHF 99.90% 99.90%
14/11/2024 0.22% 91.20 CHF 91.40 CHF 1,200 1,200 1,195 1,195 107,721 CHF 107,960 CHF 100.00% 100.00%
13/11/2024 0.33% 88.30 CHF 88.60 CHF 1,200 1,200 1,188 1,188 100,727 CHF 101,061 CHF 100.00% 100.00%
12/11/2024 0.31% 94.40 CHF 94.70 CHF 1,100 1,100 1,095 1,095 105,262 CHF 105,591 CHF 100.00% 100.00%
11/11/2024 0.30% 97.20 CHF 97.50 CHF 1,100 1,100 1,095 1,095 111,267 CHF 111,596 CHF 100.00% 100.00%
08/11/2024 0.31% 97.50 CHF 97.80 CHF 1,100 1,100 1,095 1,095 106,650 CHF 106,978 CHF 99.19% 99.19%
07/11/2024 0.23% 93.90 CHF 94.10 CHF 1,400 1,400 1,394 1,394 123,916 CHF 124,195 CHF 100.00% 100.00%

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