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% 86.82 CHF 87.51 CHF 2,500 2,500 2,500 2,500 219,222 CHF 220,983 CHF 100.00% 100.00%
19/11/2024 0.80% 87.45 CHF 88.15 CHF 2,500 2,500 2,500 2,500 218,632 CHF 220,388 CHF 100.00% 100.00%
18/11/2024 0.80% 87.46 CHF 88.17 CHF 2,500 2,500 2,500 2,500 218,513 CHF 220,268 CHF 100.00% 100.00%
15/11/2024 0.80% 87.62 CHF 88.32 CHF 2,500 2,500 2,500 2,500 220,419 CHF 222,190 CHF 100.00% 100.00%
14/11/2024 0.80% 88.68 CHF 89.39 CHF 2,500 2,500 2,500 2,500 221,383 CHF 223,161 CHF 100.00% 100.00%
13/11/2024 0.80% 88.27 CHF 88.98 CHF 2,500 2,500 2,500 2,500 220,862 CHF 222,636 CHF 100.00% 100.00%
12/11/2024 0.80% 88.95 CHF 89.67 CHF 2,500 2,500 2,500 2,500 224,520 CHF 226,323 CHF 100.00% 100.00%
11/11/2024 0.80% 90.16 CHF 90.88 CHF 2,500 2,500 2,500 2,500 225,632 CHF 227,444 CHF 100.00% 100.00%
08/11/2024 0.80% 89.17 CHF 89.88 CHF 2,500 2,500 2,500 2,500 223,186 CHF 224,979 CHF 100.00% 100.00%
07/11/2024 0.80% 89.46 CHF 90.18 CHF 2,500 2,500 2,500 2,500 222,920 CHF 224,710 CHF 100.00% 100.00%

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