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 0.75% 80.68 % 81.29 % 247,000 246,000 245,518 243,650 199,612 CHF 199,581 CHF 99.97% 99.97%
19/11/2024 0.75% 81.60 % 82.21 % 245,000 243,000 244,888 243,030 199,619 CHF 199,591 CHF 99.93% 99.93%
18/11/2024 0.75% 82.37 % 82.99 % 242,000 240,000 242,668 240,883 199,549 CHF 199,565 CHF 99.97% 99.97%
15/11/2024 0.75% 83.10 % 83.73 % 240,000 238,000 238,756 236,938 199,637 CHF 199,609 CHF 99.96% 99.96%
14/11/2024 0.75% 83.51 % 84.14 % 239,000 237,000 243,033 241,207 199,579 CHF 199,577 CHF 99.98% 99.98%
13/11/2024 0.75% 81.12 % 81.73 % 246,000 244,000 245,316 243,429 199,597 CHF 199,547 CHF 99.96% 99.96%
12/11/2024 0.74% 80.83 % 81.44 % 247,000 245,000 243,984 242,151 199,614 CHF 199,594 CHF 99.97% 99.97%
11/11/2024 0.75% 83.07 % 83.70 % 240,000 238,000 239,427 237,648 199,549 CHF 199,563 CHF 99.99% 99.99%
08/11/2024 0.75% 82.20 % 82.82 % 243,000 241,000 242,572 240,719 199,601 CHF 199,568 CHF 99.95% 99.95%
07/11/2024 0.75% 83.69 % 84.32 % 238,000 237,000 239,181 237,408 199,569 CHF 199,586 CHF 99.94% 99.94%

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