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
22/11/2024 0.99% 27.18 CHF 27.45 CHF 9,363 9,709 9,718 9,977 263,247 CHF 272,948 CHF 100.00% 100.00%
20/11/2024 0.99% 26.99 CHF 27.26 CHF 9,996 9,263 9,996 9,936 270,306 CHF 271,366 CHF 100.00% 100.00%
19/11/2024 1.00% 26.96 CHF 27.23 CHF 10,000 10,000 9,997 9,876 269,526 CHF 268,928 CHF 100.00% 100.00%
18/11/2024 1.00% 27.01 CHF 27.28 CHF 9,999 2,868 9,999 4,791 269,804 CHF 130,591 CHF 100.00% 100.00%
15/11/2024 0.99% 27.08 CHF 27.35 CHF 9,877 9,788 9,879 9,976 267,498 CHF 272,813 CHF 100.00% 100.00%
14/11/2024 0.99% 27.09 CHF 27.36 CHF 10,000 10,000 9,998 9,991 270,719 CHF 273,244 CHF 100.00% 100.00%
13/11/2024 0.99% 27.03 CHF 27.30 CHF 10,000 6,611 9,992 7,348 270,229 CHF 200,704 CHF 99.40% 100.00%
12/11/2024 0.99% 27.10 CHF 27.37 CHF 9,519 8,904 9,623 9,914 261,253 CHF 271,822 CHF 100.00% 100.00%
11/11/2024 0.99% 27.19 CHF 27.46 CHF 6,214 8,712 6,635 8,855 180,387 CHF 243,164 CHF 100.00% 100.00%
08/11/2024 0.99% 27.13 CHF 27.40 CHF 9,993 10,000 9,993 10,032 271,118 CHF 274,876 CHF 100.00% 100.00%

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