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 0.30% 724.40 CHF 725.00 CHF 200 200 119 119 88,564 CHF 88,795 CHF 99.49% 99.49%
19/11/2024 0.32% 696.40 CHF 697.00 CHF 300 300 142 142 94,659 CHF 94,894 CHF 99.55% 99.55%
18/11/2024 0.31% 724.20 CHF 724.80 CHF 300 300 142 142 96,810 CHF 97,045 CHF 97.16% 97.16%
15/11/2024 0.36% 802.60 CHF 803.40 CHF 200 200 113 113 102,992 CHF 103,337 CHF 75.20% 75.20%
14/11/2024 0.36% 1,039.60 CHF 1,042.00 CHF 100 100 93 93 96,580 CHF 96,922 CHF 90.76% 90.76%
13/11/2024 0.31% 1,036.00 CHF 1,036.80 CHF 200 200 121 121 129,378 CHF 129,725 CHF 99.08% 99.08%
12/11/2024 0.31% 1,120.20 CHF 1,121.00 CHF 200 200 121 121 135,098 CHF 135,443 CHF 94.29% 94.29%
11/11/2024 0.31% 1,050.00 CHF 1,051.00 CHF 200 200 121 121 136,819 CHF 137,200 CHF 99.44% 99.44%
08/11/2024 0.33% 1,142.80 CHF 1,143.80 CHF 200 200 111 111 132,332 CHF 132,729 CHF 82.66% 82.66%
07/11/2024 0.35% 1,200.20 CHF 1,201.00 CHF 200 200 109 109 108,285 CHF 108,625 CHF 71.36% 71.36%

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