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% 1,030.00 CHF 1,035.00 CHF 4,400 4,384 4,400 4,399 4,537,940 CHF 4,558,630 CHF 100.00% 100.00%
19/11/2024 0.48% 1,030.00 CHF 1,035.00 CHF 4,400 4,400 4,400 4,400 4,535,210 CHF 4,557,210 CHF 99.86% 99.86%
18/11/2024 0.48% 1,035.00 CHF 1,040.00 CHF 4,400 4,400 4,400 4,400 4,549,870 CHF 4,571,440 CHF 99.93% 99.93%
15/11/2024 0.48% 1,035.00 CHF 1,040.00 CHF 4,400 4,400 4,400 4,400 4,559,550 CHF 4,581,550 CHF 99.38% 99.38%
14/11/2024 0.48% 1,040.00 CHF 1,045.00 CHF 4,400 4,329 4,400 4,389 4,568,380 CHF 4,578,370 CHF 99.10% 99.10%
13/11/2024 0.48% 1,035.00 CHF 1,040.00 CHF 4,400 4,400 4,400 4,400 4,558,530 CHF 4,580,530 CHF 99.89% 99.89%
12/11/2024 0.48% 1,040.00 CHF 1,045.00 CHF 4,400 4,385 4,400 4,397 4,586,660 CHF 4,605,840 CHF 100.00% 100.00%
11/11/2024 0.48% 1,050.00 CHF 1,055.00 CHF 4,400 4,400 4,400 4,400 4,606,890 CHF 4,628,890 CHF 100.00% 100.00%
08/11/2024 0.48% 1,040.00 CHF 1,045.00 CHF 4,400 4,400 4,398 4,398 4,571,230 CHF 4,592,960 CHF 100.00% 100.00%
07/11/2024 0.48% 1,040.00 CHF 1,045.00 CHF 4,400 4,400 4,398 4,398 4,590,730 CHF 4,612,720 CHF 100.00% 100.00%

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