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 0.20% 53.38 CHF 53.49 CHF 9,000 9,000 9,000 9,000 492,272 CHF 493,262 CHF 100.00% 100.00%
19/11/2024 0.21% 53.74 CHF 53.86 CHF 9,000 9,000 8,974 8,974 477,327 CHF 478,344 CHF 100.00% 100.00%
18/11/2024 0.22% 55.85 CHF 55.97 CHF 9,000 9,000 9,000 9,000 498,648 CHF 499,728 CHF 100.00% 100.00%
15/11/2024 0.21% 55.74 CHF 55.86 CHF 9,000 9,000 9,000 9,000 510,104 CHF 511,184 CHF 100.00% 100.00%
14/11/2024 0.20% 57.21 CHF 57.32 CHF 9,000 9,000 8,956 8,956 504,714 CHF 505,701 CHF 99.95% 99.95%
13/11/2024 0.20% 53.85 CHF 53.96 CHF 9,000 9,000 8,977 8,977 487,229 CHF 488,218 CHF 100.00% 100.00%
12/11/2024 0.22% 54.49 CHF 54.61 CHF 8,000 8,000 7,975 7,975 460,777 CHF 461,802 CHF 100.00% 100.00%
11/11/2024 0.20% 61.27 CHF 61.39 CHF 8,000 8,000 8,000 8,000 490,310 CHF 491,270 CHF 100.00% 100.00%
08/11/2024 0.22% 58.61 CHF 58.74 CHF 8,000 8,000 7,980 7,980 475,411 CHF 476,450 CHF 100.00% 100.00%
07/11/2024 0.21% 61.90 CHF 62.03 CHF 8,000 8,000 7,962 7,962 487,664 CHF 488,690 CHF 100.00% 100.00%

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