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 0.22% 336.88 CHF 337.62 CHF 800 800 798 798 269,441 CHF 270,036 CHF 100.00% 100.00%
19/11/2024 0.22% 339.88 CHF 340.62 CHF 800 800 767 767 263,459 CHF 264,031 CHF 100.00% 100.00%
18/11/2024 0.43% 347.00 CHF 348.50 CHF 700 700 700 700 244,292 CHF 245,342 CHF 100.00% 100.00%
15/11/2024 0.43% 351.00 CHF 352.50 CHF 700 700 700 700 245,419 CHF 246,469 CHF 100.00% 100.00%
14/11/2024 0.21% 361.88 CHF 362.62 CHF 700 700 699 699 257,043 CHF 257,572 CHF 100.00% 100.00%
13/11/2024 0.90% 374.38 CHF 375.12 CHF 700 700 268 268 99,447 CHF 99,857 CHF 99.30% 99.30%
12/11/2024 0.33% 376.38 CHF 377.62 CHF 700 700 627 627 238,004 CHF 238,785 CHF 100.00% 100.00%
11/11/2024 0.33% 379.38 CHF 380.62 CHF 600 600 616 616 234,032 CHF 234,799 CHF 100.00% 100.00%
08/11/2024 0.28% 376.38 CHF 377.62 CHF 700 700 700 700 262,350 CHF 263,088 CHF 100.00% 100.00%
07/11/2024 0.27% 374.88 CHF 375.62 CHF 700 700 700 700 262,695 CHF 263,403 CHF 99.76% 99.76%

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