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% 72.10 CHF 72.45 CHF 25,000 25,000 25,000 25,000 1,809,790 CHF 1,818,540 CHF 99.38% 99.38%
19/11/2024 0.48% 72.25 CHF 72.60 CHF 25,000 25,000 25,000 25,000 1,813,260 CHF 1,822,010 CHF 99.37% 99.37%
18/11/2024 0.47% 74.25 CHF 74.60 CHF 25,000 25,000 25,000 25,000 1,853,150 CHF 1,861,900 CHF 98.94% 98.94%
15/11/2024 0.47% 73.45 CHF 73.80 CHF 25,000 25,000 25,000 25,000 1,850,820 CHF 1,859,570 CHF 99.36% 99.36%
14/11/2024 0.49% 74.80 CHF 75.15 CHF 25,000 25,000 25,000 25,000 1,857,440 CHF 1,866,580 CHF 99.38% 99.38%
13/11/2024 0.48% 73.45 CHF 73.80 CHF 25,000 25,000 25,000 25,000 1,836,150 CHF 1,844,900 CHF 65.04% 65.04%
12/11/2024 0.47% 73.65 CHF 74.00 CHF 25,000 25,000 25,000 25,000 1,850,230 CHF 1,858,980 CHF 99.16% 99.16%
11/11/2024 0.53% 74.95 CHF 75.35 CHF 25,000 25,000 25,000 25,000 1,882,960 CHF 1,892,960 CHF 99.38% 99.38%
08/11/2024 0.53% 74.95 CHF 75.35 CHF 25,000 25,000 25,000 25,000 1,880,120 CHF 1,890,120 CHF 99.37% 99.37%
07/11/2024 0.53% 75.50 CHF 75.90 CHF 25,000 25,000 25,000 25,000 1,895,390 CHF 1,905,390 CHF 98.57% 98.57%

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