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 0.54% 911.44 CHF 916.44 CHF 250 250 250 250 230,083 CHF 231,333 CHF 100.00% 100.00%
19/11/2024 0.55% 916.19 CHF 921.19 CHF 250 250 250 250 227,921 CHF 229,171 CHF 89.38% 89.38%
18/11/2024 0.54% 920.53 CHF 925.53 CHF 250 250 250 250 229,500 CHF 230,750 CHF 99.68% 99.68%
15/11/2024 0.54% 916.08 CHF 921.08 CHF 250 250 250 250 230,625 CHF 231,875 CHF 100.00% 100.00%
14/11/2024 0.54% 937.16 CHF 942.16 CHF 250 250 250 250 231,735 CHF 232,985 CHF 100.00% 100.00%
13/11/2024 0.55% 910.05 CHF 915.05 CHF 250 250 250 250 226,750 CHF 228,000 CHF 100.00% 100.00%
12/11/2024 0.54% 909.67 CHF 914.67 CHF 250 250 250 250 229,954 CHF 231,204 CHF 98.75% 98.75%
11/11/2024 0.53% 935.29 CHF 940.29 CHF 250 250 250 250 234,832 CHF 236,033 CHF 100.00% 100.00%
08/11/2024 0.53% 930.98 CHF 935.98 CHF 250 250 250 250 234,056 CHF 235,306 CHF 99.85% 99.85%
07/11/2024 0.52% 947.09 CHF 952.09 CHF 250 250 250 250 237,930 CHF 239,180 CHF 100.00% 100.00%

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