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 1.01% 27.80 CHF 28.08 CHF 8,203 22,061 8,932 22,328 247,344 CHF 624,635 CHF 100.00% 100.00%
20/11/2024 1.01% 27.51 CHF 27.79 CHF 9,657 21,980 9,665 22,303 266,655 CHF 621,583 CHF 100.00% 100.00%
19/11/2024 1.01% 27.48 CHF 27.76 CHF 9,983 23,773 9,983 24,903 274,279 CHF 691,156 CHF 100.00% 100.00%
18/11/2024 1.01% 27.56 CHF 27.84 CHF 8,204 23,508 8,686 24,889 239,070 CHF 691,990 CHF 100.00% 100.00%
15/11/2024 1.01% 27.59 CHF 27.87 CHF 9,736 21,018 9,742 21,597 269,051 CHF 602,475 CHF 100.00% 100.00%
14/11/2024 1.01% 27.71 CHF 27.99 CHF 5,393 12,198 9,385 14,101 259,812 CHF 394,289 CHF 100.00% 100.00%
13/11/2024 1.01% 27.60 CHF 27.88 CHF 1,959 16,843 3,679 20,468 101,650 CHF 571,128 CHF 100.00% 100.00%
12/11/2024 1.00% 27.65 CHF 27.93 CHF 8,352 10,307 9,017 10,378 250,102 CHF 290,764 CHF 100.00% 100.00%
11/11/2024 1.00% 27.84 CHF 28.12 CHF 6,399 8,959 7,101 9,088 197,691 CHF 255,551 CHF 100.00% 100.00%
08/11/2024 1.00% 27.73 CHF 28.01 CHF 8,737 6,426 9,119 6,860 253,180 CHF 192,397 CHF 100.00% 100.00%

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