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 0.47% 73.85 CHF 74.20 CHF 25,000 25,000 25,000 25,000 1,853,100 CHF 1,861,850 CHF 99.38% 99.38%
19/11/2024 0.48% 73.95 CHF 74.30 CHF 25,000 25,000 25,000 25,000 1,861,710 CHF 1,870,670 CHF 99.30% 99.30%
18/11/2024 0.51% 79.20 CHF 79.60 CHF 25,000 25,000 25,000 25,000 1,968,070 CHF 1,978,070 CHF 98.95% 98.95%
15/11/2024 0.51% 76.75 CHF 77.15 CHF 25,000 25,000 25,000 25,000 1,960,070 CHF 1,970,070 CHF 99.36% 99.36%
14/11/2024 0.50% 80.70 CHF 81.10 CHF 25,000 25,000 25,000 25,000 1,984,930 CHF 1,994,930 CHF 99.38% 99.38%
13/11/2024 0.52% 76.85 CHF 77.25 CHF 25,000 25,000 25,000 25,000 1,922,160 CHF 1,932,160 CHF 65.04% 65.04%
12/11/2024 0.51% 77.65 CHF 78.05 CHF 25,000 25,000 25,000 25,000 1,966,540 CHF 1,976,540 CHF 99.16% 99.16%
11/11/2024 0.48% 81.70 CHF 82.10 CHF 25,000 25,000 25,000 25,000 2,069,540 CHF 2,079,540 CHF 99.38% 99.38%
08/11/2024 0.48% 81.75 CHF 82.15 CHF 25,000 25,000 25,000 25,000 2,061,370 CHF 2,071,380 CHF 99.38% 99.38%
07/11/2024 0.48% 83.55 CHF 83.95 CHF 25,000 25,000 25,000 25,000 2,106,290 CHF 2,116,400 CHF 98.56% 98.56%

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