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 0.96% 103.25 % 104.25 % 500,000 500,000 499,978 500,000 516,997 CHF 522,020 CHF 99.99% 99.99%
19/11/2024 0.96% 103.24 % 104.24 % 500,000 500,000 500,000 500,000 516,152 CHF 521,152 CHF 89.37% 89.37%
18/11/2024 0.96% 103.58 % 104.58 % 500,000 500,000 500,000 500,000 517,477 CHF 522,477 CHF 99.67% 99.67%
15/11/2024 0.96% 103.52 % 104.52 % 500,000 500,000 500,000 500,000 518,475 CHF 523,475 CHF 100.00% 100.00%
14/11/2024 0.96% 104.07 % 105.07 % 500,000 500,000 500,000 500,000 519,764 CHF 524,764 CHF 100.00% 100.00%
13/11/2024 0.96% 103.87 % 104.87 % 500,000 500,000 500,000 500,000 519,041 CHF 524,041 CHF 100.00% 100.00%
12/11/2024 0.96% 103.90 % 104.90 % 500,000 500,000 500,000 500,000 520,851 CHF 525,851 CHF 98.72% 98.72%
11/11/2024 0.95% 104.55 % 105.55 % 500,000 500,000 500,000 500,000 522,804 CHF 527,804 CHF 100.00% 100.00%
08/11/2024 0.95% 104.12 % 105.12 % 500,000 500,000 500,000 500,000 521,463 CHF 526,463 CHF 16.84% 16.84%
07/11/2024 0.95% 104.59 % 105.59 % 500,000 500,000 500,000 500,000 523,292 CHF 528,292 CHF 100.00% 100.00%

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