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 0.48% 1,035.00 CHF 1,040.00 CHF 4,500 4,500 4,500 4,500 4,674,800 CHF 4,697,300 CHF 100.00% 100.00%
19/11/2024 0.48% 1,035.00 CHF 1,040.00 CHF 4,500 4,500 4,500 4,500 4,665,140 CHF 4,687,640 CHF 99.86% 99.86%
18/11/2024 0.48% 1,040.00 CHF 1,045.00 CHF 4,500 4,500 4,500 4,500 4,680,000 CHF 4,702,500 CHF 99.93% 99.93%
15/11/2024 0.48% 1,040.00 CHF 1,045.00 CHF 4,500 4,500 4,500 4,500 4,693,410 CHF 4,715,910 CHF 99.38% 99.38%
14/11/2024 0.48% 1,050.00 CHF 1,055.00 CHF 4,500 4,500 4,500 4,500 4,704,110 CHF 4,726,610 CHF 99.10% 99.10%
13/11/2024 0.48% 1,045.00 CHF 1,050.00 CHF 4,500 4,500 4,500 4,500 4,699,000 CHF 4,721,500 CHF 99.89% 99.89%
12/11/2024 0.48% 1,045.00 CHF 1,050.00 CHF 4,500 4,500 4,500 4,500 4,721,740 CHF 4,744,240 CHF 100.00% 100.00%
11/11/2024 0.47% 1,055.00 CHF 1,060.00 CHF 4,500 4,500 4,500 4,500 4,747,300 CHF 4,769,800 CHF 100.00% 100.00%
08/11/2024 0.48% 1,045.00 CHF 1,050.00 CHF 4,500 4,500 4,500 4,500 4,704,130 CHF 4,726,630 CHF 100.00% 100.00%
07/11/2024 0.47% 1,045.00 CHF 1,050.00 CHF 4,500 4,500 4,500 4,500 4,729,910 CHF 4,752,410 CHF 100.00% 100.00%

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