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 0.75% 99.95 CHF 100.70 CHF 3,001 2,979 3,001 2,979 299,950 CHF 299,985 CHF 100.00% 100.00%
- - - CHF - CHF 0 0 0 0 0 CHF 0 CHF - -
19/11/2024 0.74% 100.93 CHF 101.68 CHF 2,972 2,950 2,972 2,950 299,964 CHF 299,956 CHF 100.00% 100.00%
18/11/2024 0.76% 100.98 CHF 101.75 CHF 2,970 2,948 2,970 2,948 299,911 CHF 299,959 CHF 100.00% 100.00%
15/11/2024 0.75% 101.63 CHF 102.40 CHF 2,951 2,929 2,951 2,929 299,910 CHF 299,930 CHF 100.00% 100.00%
14/11/2024 0.74% 100.85 CHF 101.60 CHF 2,974 2,952 2,974 2,952 299,928 CHF 299,923 CHF 100.00% 100.00%
13/11/2024 0.76% 101.06 CHF 101.83 CHF 2,968 2,946 2,968 2,946 299,946 CHF 299,991 CHF 100.00% 100.00%
12/11/2024 0.75% 102.77 CHF 103.54 CHF 2,919 2,897 2,919 2,895 299,986 CHF 299,705 CHF 100.00% 100.00%
11/11/2024 0.75% 102.03 CHF 102.80 CHF 2,940 2,918 2,940 2,918 299,968 CHF 299,970 CHF 100.00% 100.00%
08/11/2024 0.74% 103.23 CHF 104.00 CHF 2,906 2,884 2,906 2,884 299,986 CHF 299,936 CHF 100.00% 100.00%
07/11/2024 0.75% 102.66 CHF 103.43 CHF 2,922 2,900 2,922 2,900 299,973 CHF 299,947 CHF 100.00% 100.00%

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