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% 29.50 CHF 29.80 CHF 9,886 8,794 9,921 9,091 291,124 CHF 269,417 CHF 100.00% 100.00%
20/11/2024 0.99% 28.69 CHF 28.98 CHF 9,525 8,377 9,597 9,090 278,373 CHF 266,327 CHF 100.00% 100.00%
19/11/2024 1.55% 28.92 CHF 29.21 CHF 9,886 9,477 9,966 9,594 287,308 CHF 280,923 CHF 100.00% 100.00%
18/11/2024 1.00% 29.07 CHF 29.36 CHF 8,721 8,284 9,392 8,340 272,328 CHF 244,230 CHF 100.00% 100.00%
15/11/2024 0.99% 29.22 CHF 29.51 CHF 9,982 8,690 9,986 8,964 290,890 CHF 263,696 CHF 100.00% 100.00%
14/11/2024 1.01% 29.43 CHF 29.73 CHF 10,000 8,450 10,000 9,194 295,627 CHF 274,574 CHF 100.00% 100.00%
13/11/2024 1.00% 29.45 CHF 29.75 CHF 10,000 9,437 10,000 9,494 293,321 CHF 281,290 CHF 100.00% 100.00%
12/11/2024 1.01% 29.47 CHF 29.77 CHF 10,000 4,862 10,000 5,389 295,509 CHF 160,890 CHF 100.00% 100.00%
11/11/2024 1.00% 29.63 CHF 29.93 CHF 10,000 6,046 10,000 7,849 293,372 CHF 232,513 CHF 100.00% 100.00%
08/11/2024 1.14% 28.70 CHF 28.99 CHF 10,000 9,133 10,000 9,401 284,313 CHF 270,329 CHF 100.00% 100.00%

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