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 0.04% 22.50 CHF 22.51 CHF 125,000 125,000 125,000 125,000 2,843,480 CHF 2,844,730 CHF 100.00% 100.00%
19/11/2024 0.04% 22.58 CHF 22.59 CHF 125,000 125,000 125,000 125,000 2,809,690 CHF 2,810,940 CHF 100.00% 100.00%
18/11/2024 0.04% 22.92 CHF 22.93 CHF 125,000 125,000 125,000 125,000 2,864,510 CHF 2,865,760 CHF 100.00% 100.00%
15/11/2024 0.04% 22.98 CHF 22.99 CHF 125,000 125,000 125,000 125,000 2,886,050 CHF 2,887,300 CHF 100.00% 100.00%
14/11/2024 0.04% 23.16 CHF 23.17 CHF 125,000 125,000 125,000 125,000 2,883,450 CHF 2,884,700 CHF 100.00% 100.00%
13/11/2024 0.04% 22.52 CHF 22.53 CHF 125,000 125,000 125,000 125,000 2,831,170 CHF 2,832,420 CHF 100.00% 100.00%
12/11/2024 0.04% 22.67 CHF 22.68 CHF 125,000 125,000 125,000 125,000 2,884,630 CHF 2,885,880 CHF 100.00% 100.00%
11/11/2024 0.04% 23.52 CHF 23.53 CHF 125,000 125,000 125,000 125,000 2,943,290 CHF 2,944,540 CHF 100.00% 100.00%
08/11/2024 0.04% 23.07 CHF 23.08 CHF 125,000 125,000 125,000 125,000 2,894,030 CHF 2,895,280 CHF 100.00% 100.00%
07/11/2024 0.04% 23.50 CHF 23.51 CHF 125,000 125,000 125,000 125,000 2,923,140 CHF 2,924,390 CHF 99.43% 99.43%

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