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% 29.35 CHF 29.64 CHF 8,563 22,527 9,332 23,487 272,629 CHF 693,040 CHF 100.00% 100.00%
20/11/2024 0.99% 28.94 CHF 29.23 CHF 9,497 20,800 9,535 21,244 276,759 CHF 622,788 CHF 100.00% 100.00%
19/11/2024 1.00% 28.88 CHF 29.17 CHF 1,912 20,061 3,317 20,978 95,904 CHF 611,776 CHF 100.00% 100.00%
18/11/2024 1.00% 28.99 CHF 29.28 CHF 8,181 19,812 9,065 21,202 262,495 CHF 620,102 CHF 100.00% 100.00%
15/11/2024 0.99% 28.98 CHF 29.27 CHF 3,110 17,328 4,102 18,440 119,221 CHF 541,480 CHF 100.00% 100.00%
14/11/2024 0.99% 29.22 CHF 29.51 CHF 9,553 24,853 9,766 24,944 285,210 CHF 735,744 CHF 100.00% 100.00%
13/11/2024 0.99% 29.08 CHF 29.37 CHF 9,675 16,013 9,680 17,937 281,748 CHF 527,301 CHF 100.00% 100.00%
12/11/2024 0.99% 29.12 CHF 29.41 CHF 6,903 3,350 7,835 4,512 229,448 CHF 133,484 CHF 100.00% 100.00%
11/11/2024 1.02% 29.41 CHF 29.71 CHF 8,960 7,468 9,513 9,808 279,742 CHF 291,338 CHF 99.38% 100.00%
08/11/2024 1.06% 29.22 CHF 29.51 CHF 9,965 10,000 9,966 10,034 291,547 CHF 296,665 CHF 100.00% 100.00%

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