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 0.58% 517.50 CHF 520.50 CHF 1,200 1,200 1,200 1,200 623,666 CHF 627,272 CHF 100.00% 100.00%
19/11/2024 0.77% 516.00 CHF 520.00 CHF 1,200 1,200 1,200 1,200 620,930 CHF 625,730 CHF 100.00% 100.00%
18/11/2024 0.77% 518.00 CHF 522.00 CHF 1,200 1,200 1,200 1,200 621,082 CHF 625,882 CHF 100.00% 100.00%
15/11/2024 0.58% 517.50 CHF 520.50 CHF 1,200 1,200 1,200 1,200 620,011 CHF 623,617 CHF 100.00% 100.00%
14/11/2024 0.59% 516.50 CHF 519.50 CHF 1,200 1,200 1,197 1,197 615,202 CHF 618,802 CHF 100.00% 100.00%
13/11/2024 0.78% 511.00 CHF 515.00 CHF 1,200 1,200 1,200 1,200 612,217 CHF 617,017 CHF 100.00% 100.00%
12/11/2024 0.78% 506.00 CHF 510.00 CHF 1,200 1,200 1,200 1,200 610,596 CHF 615,396 CHF 100.00% 100.00%
11/11/2024 0.58% 514.50 CHF 517.50 CHF 1,200 1,200 1,200 1,200 617,124 CHF 620,730 CHF 100.00% 100.00%
08/11/2024 0.59% 508.50 CHF 511.50 CHF 1,200 1,200 1,200 1,200 610,645 CHF 614,251 CHF 100.00% 100.00%
07/11/2024 0.78% 512.00 CHF 516.00 CHF 1,200 1,200 1,200 1,200 615,548 CHF 620,348 CHF 99.24% 99.24%

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