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% 26.84 CHF 26.85 CHF 250,000 250,000 250,000 250,000 6,791,520 CHF 6,794,020 CHF 100.00% 100.00%
19/11/2024 0.04% 26.87 CHF 26.88 CHF 250,000 250,000 250,000 250,000 6,681,910 CHF 6,684,410 CHF 99.98% 99.98%
18/11/2024 0.04% 27.02 CHF 27.03 CHF 250,000 250,000 250,000 250,000 6,720,470 CHF 6,722,970 CHF 99.55% 99.55%
15/11/2024 0.04% 26.95 CHF 26.96 CHF 250,000 250,000 250,000 250,000 6,808,300 CHF 6,810,800 CHF 100.00% 100.00%
14/11/2024 0.04% 27.81 CHF 27.82 CHF 250,000 250,000 250,000 250,000 6,988,710 CHF 6,991,210 CHF 100.00% 100.00%
13/11/2024 0.04% 27.79 CHF 27.80 CHF 250,000 250,000 250,000 250,000 6,918,870 CHF 6,921,370 CHF 100.00% 100.00%
12/11/2024 0.04% 27.72 CHF 27.73 CHF 250,000 250,000 250,000 250,000 6,948,950 CHF 6,951,450 CHF 100.00% 100.00%
11/11/2024 0.04% 27.87 CHF 27.88 CHF 250,000 250,000 250,000 250,000 6,975,600 CHF 6,978,100 CHF 100.00% 100.00%
08/11/2024 0.04% 27.57 CHF 27.58 CHF 250,000 250,000 250,000 250,000 6,834,820 CHF 6,837,320 CHF 100.00% 100.00%
07/11/2024 0.04% 27.22 CHF 27.23 CHF 250,000 250,000 250,000 250,000 6,786,930 CHF 6,789,430 CHF 99.67% 99.67%

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