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 0.49% 74.45 CHF 74.80 CHF 25,000 25,000 25,000 25,000 1,867,390 CHF 1,876,620 CHF 99.38% 99.38%
19/11/2024 0.49% 74.55 CHF 74.90 CHF 25,000 25,000 25,000 25,000 1,870,300 CHF 1,879,540 CHF 99.37% 99.37%
18/11/2024 0.52% 76.40 CHF 76.80 CHF 25,000 25,000 25,000 25,000 1,906,980 CHF 1,916,980 CHF 98.95% 98.95%
15/11/2024 0.52% 75.65 CHF 76.05 CHF 25,000 25,000 25,000 25,000 1,904,670 CHF 1,914,670 CHF 99.36% 99.36%
14/11/2024 0.52% 76.90 CHF 77.30 CHF 25,000 25,000 25,000 25,000 1,911,510 CHF 1,921,510 CHF 99.38% 99.38%
13/11/2024 0.53% 75.65 CHF 76.05 CHF 25,000 25,000 25,000 25,000 1,891,860 CHF 1,901,860 CHF 65.04% 65.04%
12/11/2024 0.52% 75.90 CHF 76.30 CHF 25,000 25,000 25,000 25,000 1,905,080 CHF 1,915,080 CHF 99.16% 99.16%
11/11/2024 0.52% 77.10 CHF 77.50 CHF 25,000 25,000 25,000 25,000 1,936,170 CHF 1,946,170 CHF 99.38% 99.38%
08/11/2024 0.52% 77.15 CHF 77.55 CHF 25,000 25,000 25,000 25,000 1,933,460 CHF 1,943,460 CHF 99.38% 99.38%
07/11/2024 0.51% 77.65 CHF 78.05 CHF 25,000 25,000 25,000 25,000 1,948,280 CHF 1,958,280 CHF 98.56% 98.56%

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