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 0.80% 106.02 CHF 106.87 CHF 2,500 2,500 2,500 2,500 266,184 CHF 268,322 CHF 100.00% 100.00%
19/11/2024 0.80% 106.03 CHF 106.89 CHF 2,500 2,500 2,500 2,500 264,268 CHF 266,391 CHF 100.00% 100.00%
18/11/2024 0.80% 106.56 CHF 107.41 CHF 2,500 2,500 2,500 2,500 266,292 CHF 268,431 CHF 100.00% 100.00%
15/11/2024 0.80% 106.48 CHF 107.33 CHF 2,500 2,500 2,500 2,500 267,053 CHF 269,198 CHF 100.00% 100.00%
14/11/2024 0.80% 107.73 CHF 108.60 CHF 2,500 2,500 2,500 2,500 267,799 CHF 269,950 CHF 100.00% 100.00%
13/11/2024 0.80% 106.58 CHF 107.43 CHF 2,500 2,500 2,500 2,500 266,134 CHF 268,272 CHF 100.00% 100.00%
12/11/2024 0.80% 106.39 CHF 107.24 CHF 2,500 2,500 2,500 2,500 268,786 CHF 270,945 CHF 100.00% 100.00%
11/11/2024 0.80% 108.78 CHF 109.65 CHF 2,500 2,500 2,500 2,500 272,167 CHF 274,353 CHF 100.00% 100.00%
08/11/2024 0.80% 107.87 CHF 108.74 CHF 2,500 2,500 2,500 2,500 269,990 CHF 272,158 CHF 100.00% 100.00%
07/11/2024 0.80% 108.57 CHF 109.44 CHF 2,500 2,500 2,500 2,500 271,379 CHF 273,559 CHF 100.00% 100.00%

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