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% 129.30 % 130.30 % 100,000 100,000 100,000 100,000 129,300 CHF 130,300 CHF 39.07% 39.07%
19/11/2024 0.77% 129.30 % 130.30 % 100,000 100,000 100,000 100,000 129,300 CHF 130,300 CHF 52.77% 52.77%
18/11/2024 0.77% 129.30 % 130.30 % 100,000 100,000 100,000 100,000 129,300 CHF 130,300 CHF 88.92% 88.92%
15/11/2024 0.77% 129.30 % 130.30 % 100,000 100,000 100,000 100,000 129,300 CHF 130,300 CHF 81.45% 81.45%
14/11/2024 0.77% 129.30 % 130.30 % 100,000 100,000 100,000 100,000 129,300 CHF 130,300 CHF 99.44% 99.44%
13/11/2024 0.77% 129.30 % 130.30 % 100,000 100,000 100,000 100,000 129,300 CHF 130,300 CHF 97.75% 97.75%
12/11/2024 0.77% 129.30 % 130.30 % 100,000 100,000 100,000 100,000 129,300 CHF 130,300 CHF 38.52% 38.52%
11/11/2024 0.80% 129.30 % 130.30 % 100,000 100,000 97,213 97,213 125,688 CHF 126,676 CHF 91.77% 91.77%
08/11/2024 0.77% 129.30 % 130.30 % 100,000 100,000 100,000 100,000 129,300 CHF 130,300 CHF 53.25% 53.25%
07/11/2024 0.77% 129.30 % 130.30 % 100,000 100,000 100,000 100,000 129,300 CHF 130,300 CHF 63.32% 63.32%

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