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% 95.66 CHF 96.42 CHF 700 700 700 700 67,033 CHF 67,565 CHF 100.00% 100.00%
19/11/2024 0.79% 94.82 CHF 95.57 CHF 700 700 700 700 66,090 CHF 66,614 CHF 100.00% 100.00%
18/11/2024 0.79% 93.98 CHF 94.72 CHF 700 700 700 700 63,950 CHF 64,457 CHF 100.00% 100.00%
15/11/2024 0.79% 91.26 CHF 91.98 CHF 700 700 700 700 63,766 CHF 64,272 CHF 100.00% 100.00%
14/11/2024 0.79% 90.58 CHF 91.29 CHF 700 700 700 700 63,051 CHF 63,551 CHF 100.00% 100.00%
13/11/2024 0.79% 91.67 CHF 92.39 CHF 700 700 700 700 64,227 CHF 64,736 CHF 100.00% 100.00%
12/11/2024 0.79% 91.42 CHF 92.15 CHF 700 700 700 700 64,978 CHF 65,494 CHF 100.00% 100.00%
11/11/2024 1.04% 93.11 CHF 93.85 CHF 700 700 700 700 67,691 CHF 68,397 CHF 96.62% 96.62%
08/11/2024 0.79% 96.76 CHF 97.52 CHF 700 700 700 700 68,856 CHF 69,402 CHF 100.00% 100.00%
07/11/2024 0.79% 97.50 CHF 98.27 CHF 700 700 700 700 67,882 CHF 68,420 CHF 100.00% 100.00%

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