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 0.68% 53.47 CHF 53.85 CHF 250 250 250 250 13,822 CHF 13,916 CHF 100.00% 100.00%
19/11/2024 0.78% 50.68 CHF 51.08 CHF 250 250 250 250 12,701 CHF 12,800 CHF 100.00% 100.00%
18/11/2024 0.73% 52.51 CHF 52.89 CHF 250 250 250 250 13,016 CHF 13,110 CHF 100.00% 100.00%
15/11/2024 0.81% 49.63 CHF 50.01 CHF 250 250 250 250 11,672 CHF 11,767 CHF 99.84% 99.84%
14/11/2024 0.74% 52.81 CHF 53.16 CHF 250 250 250 250 11,755 CHF 11,841 CHF 100.00% 100.00%
13/11/2024 0.59% 53.21 CHF 53.52 CHF 500 500 500 500 26,537 CHF 26,694 CHF 100.00% 100.00%
12/11/2024 0.71% 47.46 CHF 47.83 CHF 250 250 250 250 12,802 CHF 12,893 CHF 100.00% 100.00%
11/11/2024 0.63% 57.34 CHF 57.71 CHF 250 250 250 250 14,507 CHF 14,599 CHF 100.00% 100.00%
08/11/2024 0.66% 56.80 CHF 57.18 CHF 250 250 250 250 14,156 CHF 14,250 CHF 100.00% 100.00%
07/11/2024 0.62% 59.59 CHF 59.97 CHF 250 250 250 250 15,297 CHF 15,392 CHF 100.00% 100.00%

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