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 0.07% 265.40 CHF 265.60 CHF 16,900 16,900 16,900 16,900 4,627,440 CHF 4,630,820 CHF 100.00% 100.00%
19/11/2024 0.08% 267.60 CHF 267.80 CHF 17,200 17,200 17,200 17,200 4,531,980 CHF 4,535,420 CHF 100.00% 100.00%
18/11/2024 0.08% 270.60 CHF 270.80 CHF 17,600 17,600 17,600 17,600 4,664,060 CHF 4,667,580 CHF 98.94% 98.94%
15/11/2024 0.07% 264.40 CHF 264.60 CHF 16,300 16,300 16,300 16,300 4,511,380 CHF 4,514,640 CHF 99.87% 99.87%
14/11/2024 0.07% 294.00 CHF 294.20 CHF 16,000 16,000 16,000 16,000 4,753,710 CHF 4,756,910 CHF 100.00% 100.00%
13/11/2024 0.07% 294.40 CHF 294.60 CHF 15,900 15,900 15,900 15,900 4,693,450 CHF 4,696,630 CHF 100.00% 100.00%
12/11/2024 0.07% 296.40 CHF 296.60 CHF 15,800 15,800 15,800 15,800 4,705,250 CHF 4,708,410 CHF 100.00% 100.00%
11/11/2024 0.07% 298.80 CHF 299.00 CHF 15,700 15,700 15,700 15,700 4,735,210 CHF 4,738,350 CHF 100.00% 100.00%
08/11/2024 0.07% 296.20 CHF 296.40 CHF 15,800 15,800 15,800 15,800 4,648,620 CHF 4,651,780 CHF 100.00% 100.00%
07/11/2024 0.07% 292.00 CHF 292.20 CHF 16,500 16,500 16,500 16,500 4,688,560 CHF 4,691,860 CHF 99.68% 99.68%

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