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 0.46% 108.94 CHF 109.44 CHF 2,500 1,000 2,500 1,000 273,320 CHF 109,828 CHF 100.00% 100.00%
19/11/2024 0.46% 108.53 CHF 109.03 CHF 2,500 1,000 2,500 1,000 270,403 CHF 108,661 CHF 89.36% 89.36%
18/11/2024 0.46% 108.99 CHF 109.49 CHF 2,500 1,000 2,500 1,000 272,480 CHF 109,492 CHF 99.66% 99.66%
15/11/2024 0.45% 109.24 CHF 109.74 CHF 2,500 1,000 2,500 1,000 274,621 CHF 110,348 CHF 100.00% 100.00%
14/11/2024 0.45% 110.44 CHF 110.94 CHF 2,500 1,000 2,500 1,000 275,601 CHF 110,741 CHF 100.00% 100.00%
13/11/2024 0.46% 109.76 CHF 110.26 CHF 2,500 1,000 2,500 1,000 273,992 CHF 110,097 CHF 100.00% 100.00%
12/11/2024 0.45% 110.01 CHF 110.51 CHF 2,500 1,000 2,500 1,000 276,806 CHF 111,222 CHF 98.74% 98.74%
11/11/2024 0.45% 111.37 CHF 111.87 CHF 2,500 1,000 2,500 1,000 278,384 CHF 111,854 CHF 100.00% 100.00%
08/11/2024 0.45% 110.72 CHF 111.22 CHF 2,500 1,000 2,500 1,000 276,381 CHF 111,052 CHF 99.84% 99.84%
07/11/2024 0.45% 110.50 CHF 111.00 CHF 2,500 1,000 2,500 1,000 276,381 CHF 111,053 CHF 100.00% 100.00%

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