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 0.67% 118.32 CHF 119.12 CHF 2,500 2,500 2,500 2,500 297,863 CHF 299,863 CHF 100.00% 100.00%
19/11/2024 0.67% 118.51 CHF 119.31 CHF 2,500 2,500 2,500 2,500 296,223 CHF 298,223 CHF 89.36% 89.36%
18/11/2024 0.67% 120.37 CHF 121.17 CHF 2,500 2,500 2,500 2,500 299,722 CHF 301,722 CHF 99.68% 99.68%
15/11/2024 0.66% 119.68 CHF 120.48 CHF 2,500 2,500 2,500 2,500 301,086 CHF 303,086 CHF 100.00% 100.00%
14/11/2024 0.67% 120.37 CHF 121.17 CHF 2,500 2,500 2,500 2,500 298,231 CHF 300,231 CHF 100.00% 100.00%
13/11/2024 0.68% 117.96 CHF 118.76 CHF 2,500 2,500 2,500 2,500 293,552 CHF 295,552 CHF 100.00% 100.00%
12/11/2024 0.68% 116.15 CHF 116.95 CHF 2,500 2,500 2,500 2,500 295,224 CHF 297,224 CHF 98.75% 98.75%
11/11/2024 0.66% 120.66 CHF 121.46 CHF 2,500 2,500 2,500 2,500 302,138 CHF 304,138 CHF 100.00% 100.00%
08/11/2024 0.66% 119.75 CHF 120.55 CHF 2,500 2,500 2,500 2,500 303,112 CHF 305,112 CHF 99.84% 99.84%
07/11/2024 0.63% 126.03 CHF 126.83 CHF 2,500 2,500 2,500 2,500 314,921 CHF 316,921 CHF 100.00% 100.00%

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