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 0.26% 49.89 CHF 50.02 CHF 750 750 750 750 37,639 CHF 37,737 CHF 100.00% 100.00%
19/11/2024 0.27% 48.67 CHF 48.80 CHF 750 750 750 750 37,069 CHF 37,169 CHF 100.00% 100.00%
18/11/2024 0.26% 50.52 CHF 50.66 CHF 750 750 750 750 37,308 CHF 37,406 CHF 100.00% 100.00%
15/11/2024 0.26% 49.35 CHF 49.48 CHF 750 750 750 750 36,970 CHF 37,064 CHF 98.85% 98.85%
14/11/2024 0.28% 47.49 CHF 47.61 CHF 750 750 750 750 34,592 CHF 34,688 CHF 100.00% 100.00%
13/11/2024 0.26% 47.40 CHF 47.53 CHF 750 750 750 750 36,338 CHF 36,434 CHF 100.00% 100.00%
12/11/2024 0.29% 47.52 CHF 47.66 CHF 500 500 500 500 24,813 CHF 24,885 CHF 100.00% 100.00%
11/11/2024 0.27% 53.99 CHF 54.14 CHF 500 500 500 500 28,342 CHF 28,418 CHF 100.00% 100.00%
08/11/2024 0.29% 57.14 CHF 57.32 CHF 500 500 500 500 31,336 CHF 31,426 CHF 100.00% 100.00%
07/11/2024 0.23% 74.54 CHF 74.70 CHF 500 500 500 500 36,489 CHF 36,571 CHF 100.00% 100.00%

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