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 0.34% 39.55 CHF 39.60 CHF 3,270 3,270 2,187 2,187 86,822 CHF 87,090 CHF 100.00% 100.00%
19/11/2024 0.35% 39.15 CHF 39.20 CHF 3,310 3,310 2,227 2,227 86,529 CHF 86,802 CHF 99.09% 99.09%
18/11/2024 0.35% 39.55 CHF 39.60 CHF 3,290 3,290 2,214 2,214 86,778 CHF 87,050 CHF 100.00% 100.00%
15/11/2024 0.34% 40.00 CHF 40.05 CHF 3,260 3,260 2,138 2,138 86,822 CHF 87,091 CHF 71.97% 71.97%
14/11/2024 0.33% 41.45 CHF 41.50 CHF 3,170 3,170 2,118 2,118 87,812 CHF 88,071 CHF 100.00% 100.00%
13/11/2024 0.33% 41.30 CHF 41.35 CHF 3,170 3,170 2,122 2,122 87,994 CHF 88,255 CHF 99.70% 99.70%
12/11/2024 0.33% 41.70 CHF 41.75 CHF 3,160 3,160 2,113 2,113 88,005 CHF 88,265 CHF 100.00% 100.00%
11/11/2024 0.32% 41.25 CHF 41.30 CHF 3,190 3,190 2,116 2,116 88,184 CHF 88,443 CHF 100.00% 100.00%
08/11/2024 0.33% 41.50 CHF 41.55 CHF 3,180 3,180 2,124 2,124 88,508 CHF 88,768 CHF 100.00% 100.00%
07/11/2024 0.34% 41.70 CHF 41.75 CHF 3,180 3,180 2,177 2,177 88,363 CHF 88,632 CHF 100.00% 100.00%

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