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
22/11/2024 0.49% 256.25 CHF 257.50 CHF 2,000 2,000 2,000 2,000 512,228 CHF 514,728 CHF 99.29% 99.29%
20/11/2024 0.49% 252.50 CHF 253.75 CHF 2,000 2,000 2,000 2,000 507,535 CHF 510,035 CHF 99.38% 99.38%
19/11/2024 0.49% 253.25 CHF 254.50 CHF 2,000 2,000 2,000 2,000 506,829 CHF 509,329 CHF 99.38% 99.38%
18/11/2024 0.49% 255.25 CHF 256.50 CHF 2,000 2,000 2,000 2,000 511,701 CHF 514,201 CHF 98.94% 98.94%
15/11/2024 0.48% 257.00 CHF 258.25 CHF 2,000 2,000 2,000 2,000 515,514 CHF 518,014 CHF 99.34% 99.34%
14/11/2024 0.48% 262.00 CHF 263.25 CHF 2,000 2,000 2,000 2,000 522,180 CHF 524,680 CHF 99.38% 99.38%
13/11/2024 0.47% 262.50 CHF 263.75 CHF 2,000 2,000 2,000 2,000 525,145 CHF 527,645 CHF 65.03% 65.03%
12/11/2024 0.47% 262.00 CHF 263.25 CHF 2,000 2,000 2,000 2,000 525,164 CHF 527,664 CHF 99.14% 99.14%
11/11/2024 0.47% 264.75 CHF 266.00 CHF 2,000 2,000 2,000 2,000 529,217 CHF 531,717 CHF 99.38% 99.38%
08/11/2024 0.47% 262.25 CHF 263.50 CHF 2,000 2,000 2,000 2,000 526,248 CHF 528,748 CHF 99.37% 99.37%

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