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 0.48% 88.88 CHF 89.32 CHF 5,600 5,600 5,512 5,512 493,990 CHF 496,388 CHF 99.37% 99.37%
19/11/2024 0.50% 87.28 CHF 87.72 CHF 5,700 5,700 5,696 5,696 495,453 CHF 497,931 CHF 100.00% 100.00%
18/11/2024 0.50% 87.48 CHF 87.92 CHF 5,600 5,600 5,688 5,688 496,627 CHF 499,101 CHF 100.00% 100.00%
15/11/2024 0.49% 87.48 CHF 87.92 CHF 5,700 5,700 5,611 5,611 493,196 CHF 495,636 CHF 100.00% 100.00%
14/11/2024 0.49% 88.28 CHF 88.72 CHF 5,600 5,600 5,587 5,587 494,189 CHF 496,620 CHF 100.00% 100.00%
13/11/2024 0.49% 88.88 CHF 89.32 CHF 5,600 5,600 5,568 5,568 495,830 CHF 498,252 CHF 100.00% 100.00%
12/11/2024 0.48% 89.08 CHF 89.52 CHF 5,600 5,600 5,508 5,508 496,540 CHF 498,936 CHF 100.00% 100.00%
11/11/2024 0.48% 91.28 CHF 91.72 CHF 5,400 5,400 5,401 5,401 492,745 CHF 495,095 CHF 100.00% 100.00%
08/11/2024 0.48% 90.08 CHF 90.52 CHF 5,500 5,500 5,503 5,503 493,808 CHF 496,202 CHF 100.00% 100.00%
07/11/2024 0.48% 89.88 CHF 90.32 CHF 5,500 5,500 5,502 5,502 495,412 CHF 497,805 CHF 99.24% 99.24%

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