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 0.88% 89.98 % 90.78 % 250,000 250,000 250,000 250,000 226,386 CHF 228,386 CHF 99.76% 99.76%
19/11/2024 0.88% 90.12 % 90.92 % 250,000 250,000 250,000 250,000 226,144 CHF 228,144 CHF 99.74% 99.74%
18/11/2024 0.86% 92.71 % 93.51 % 250,000 250,000 250,000 250,000 231,062 CHF 233,062 CHF 99.95% 99.95%
15/11/2024 0.86% 91.37 % 92.17 % 250,000 250,000 250,000 250,000 230,682 CHF 232,682 CHF 99.97% 99.97%
14/11/2024 0.86% 93.43 % 94.23 % 250,000 250,000 250,000 250,000 232,435 CHF 234,435 CHF 99.97% 99.97%
13/11/2024 0.87% 91.91 % 92.71 % 250,000 250,000 250,000 250,000 229,597 CHF 231,597 CHF 99.61% 99.61%
12/11/2024 0.86% 91.64 % 92.44 % 250,000 250,000 250,000 250,000 231,125 CHF 233,125 CHF 99.91% 99.91%
11/11/2024 0.85% 93.77 % 94.57 % 250,000 250,000 250,000 250,000 235,365 CHF 237,365 CHF 100.00% 100.00%
08/11/2024 0.85% 93.33 % 94.13 % 250,000 250,000 250,000 250,000 234,421 CHF 236,421 CHF 99.99% 99.99%
07/11/2024 0.82% 96.57 % 97.37 % 250,000 250,000 250,000 250,000 242,290 CHF 244,290 CHF 99.92% 99.92%

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