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 1.00% 38.35 CHF 38.74 CHF 9,995 6,265 9,999 8,254 379,122 CHF 315,871 CHF 100.00% 100.00%
20/11/2024 1.00% 37.17 CHF 37.54 CHF 10,000 5,098 10,000 6,954 374,360 CHF 263,225 CHF 100.00% 100.00%
19/11/2024 1.00% 37.07 CHF 37.44 CHF 9,900 4,060 9,996 5,963 371,146 CHF 223,707 CHF 100.00% 100.00%
18/11/2024 1.00% 37.42 CHF 37.80 CHF 10,000 2,503 10,000 8,512 375,545 CHF 322,919 CHF 100.00% 100.00%
15/11/2024 1.00% 37.70 CHF 38.08 CHF 9,936 7,520 9,957 8,304 374,853 CHF 315,786 CHF 100.00% 100.00%
14/11/2024 1.00% 38.11 CHF 38.49 CHF 10,000 4,857 10,000 9,080 382,452 CHF 350,744 CHF 100.00% 100.00%
13/11/2024 1.01% 38.05 CHF 38.43 CHF 9,900 7,274 9,900 9,252 372,231 CHF 351,299 CHF 100.00% 100.00%
12/11/2024 1.00% 37.61 CHF 37.99 CHF 10,000 8,402 10,000 7,968 379,477 CHF 305,663 CHF 100.00% 100.00%
11/11/2024 1.00% 38.00 CHF 38.38 CHF 10,000 5,531 9,473 7,076 358,328 CHF 270,332 CHF 92.98% 100.00%
08/11/2024 1.00% 37.36 CHF 37.74 CHF 9,800 7,222 9,878 7,840 364,812 CHF 292,434 CHF 100.00% 100.00%

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