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% 40.05 CHF 40.10 CHF 3,270 3,270 2,187 2,187 87,940 CHF 88,209 CHF 100.00% 100.00%
19/11/2024 0.34% 39.65 CHF 39.70 CHF 3,310 3,310 2,227 2,227 87,667 CHF 87,940 CHF 98.95% 98.95%
18/11/2024 0.34% 40.05 CHF 40.10 CHF 3,290 3,290 2,214 2,214 87,899 CHF 88,171 CHF 100.00% 100.00%
15/11/2024 0.33% 40.50 CHF 40.55 CHF 3,260 3,260 2,139 2,139 87,969 CHF 88,238 CHF 71.59% 71.59%
14/11/2024 0.32% 41.95 CHF 42.00 CHF 3,170 3,170 2,117 2,117 88,877 CHF 89,137 CHF 100.00% 100.00%
13/11/2024 0.32% 41.80 CHF 41.85 CHF 3,170 3,170 2,122 2,122 89,066 CHF 89,327 CHF 99.70% 99.70%
12/11/2024 0.32% 42.20 CHF 42.25 CHF 3,150 3,150 2,113 2,113 89,066 CHF 89,326 CHF 100.00% 100.00%
11/11/2024 0.32% 41.75 CHF 41.80 CHF 3,190 3,190 2,116 2,116 89,238 CHF 89,497 CHF 100.00% 100.00%
08/11/2024 0.32% 42.00 CHF 42.05 CHF 3,180 3,180 2,124 2,124 89,567 CHF 89,828 CHF 100.00% 100.00%
07/11/2024 0.33% 42.20 CHF 42.25 CHF 3,180 3,180 2,177 2,177 89,452 CHF 89,720 CHF 100.00% 100.00%

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