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 0.77% 8.87 CHF 8.90 CHF 8,800 8,800 3,927 3,927 35,327 CHF 35,540 CHF 98.90% 98.90%
19/11/2024 0.78% 9.06 CHF 9.09 CHF 8,600 8,600 3,893 3,893 34,881 CHF 35,092 CHF 98.85% 98.85%
18/11/2024 0.75% 9.34 CHF 9.37 CHF 8,400 8,400 3,770 3,770 35,160 CHF 35,365 CHF 99.74% 99.74%
15/11/2024 0.72% 9.04 CHF 9.07 CHF 9,000 9,000 4,069 4,069 35,683 CHF 35,884 CHF 98.92% 98.92%
14/11/2024 0.73% 8.86 CHF 8.89 CHF 9,000 9,000 4,058 4,058 35,899 CHF 36,097 CHF 97.68% 97.68%
13/11/2024 0.69% 9.01 CHF 9.03 CHF 9,000 9,000 4,088 4,088 35,885 CHF 36,066 CHF 98.95% 98.95%
12/11/2024 0.80% 8.90 CHF 8.93 CHF 9,000 9,000 4,045 4,045 35,742 CHF 35,962 CHF 99.35% 99.35%
11/11/2024 0.70% 8.84 CHF 8.86 CHF 9,600 9,600 4,365 4,365 37,844 CHF 38,038 CHF 98.88% 98.88%
08/11/2024 0.74% 8.16 CHF 8.18 CHF 10,000 10,000 4,491 4,491 36,452 CHF 36,651 CHF 98.84% 98.84%
07/11/2024 0.72% 7.85 CHF 7.87 CHF 9,700 9,700 4,315 4,315 35,144 CHF 35,334 CHF 98.17% 98.17%

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