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 0.77% 103.30 % 104.10 % 100,000 100,000 100,000 100,000 103,349 CHF 104,149 CHF 97.95% 97.95%
19/11/2024 0.77% 103.10 % 103.90 % 100,000 100,000 100,000 100,000 103,159 CHF 103,959 CHF 100.00% 100.00%
18/11/2024 0.96% 103.10 % 104.10 % 100,000 100,000 100,000 100,000 103,139 CHF 104,139 CHF 100.00% 100.00%
15/11/2024 0.96% 103.20 % 104.20 % 100,000 100,000 100,000 100,000 103,525 CHF 104,525 CHF 100.00% 100.00%
14/11/2024 0.77% 104.00 % 104.80 % 100,000 100,000 100,000 100,000 103,896 CHF 104,696 CHF 100.00% 100.00%
13/11/2024 0.77% 103.90 % 104.70 % 100,000 100,000 100,000 100,000 103,852 CHF 104,652 CHF 100.00% 100.00%
12/11/2024 0.96% 104.00 % 105.00 % 100,000 100,000 100,000 100,000 104,004 CHF 105,004 CHF 100.00% 100.00%
11/11/2024 0.96% 104.00 % 105.00 % 100,000 100,000 100,000 100,000 104,001 CHF 105,001 CHF 100.00% 100.00%
08/11/2024 0.77% 103.90 % 104.70 % 100,000 100,000 100,000 100,000 103,942 CHF 104,742 CHF 100.00% 100.00%
07/11/2024 0.77% 104.00 % 104.80 % 100,000 100,000 100,000 100,000 103,868 CHF 104,668 CHF 99.76% 99.76%

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