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 0.78% 128.00 % 129.00 % 100,000 100,000 100,000 100,000 128,000 CHF 129,000 CHF 98.15% 98.15%
19/11/2024 0.78% 128.00 % 129.00 % 100,000 100,000 100,000 100,000 128,000 CHF 129,000 CHF 93.72% 93.72%
18/11/2024 0.78% 128.00 % 129.00 % 100,000 100,000 100,000 100,000 128,000 CHF 129,000 CHF 71.28% 71.28%
15/11/2024 0.78% 127.90 % 128.90 % 100,000 100,000 100,000 100,000 127,900 CHF 128,900 CHF 88.34% 88.34%
14/11/2024 0.78% 127.90 % 128.90 % 100,000 100,000 100,000 100,000 127,900 CHF 128,900 CHF 63.23% 63.23%
13/11/2024 0.78% 127.90 % 128.90 % 100,000 100,000 100,000 100,000 127,900 CHF 128,900 CHF 73.63% 73.63%
12/11/2024 0.78% 127.90 % 128.90 % 100,000 100,000 100,000 100,000 127,900 CHF 128,900 CHF 51.30% 51.30%
11/11/2024 0.78% 127.90 % 128.90 % 100,000 100,000 100,000 100,000 127,900 CHF 128,900 CHF 77.69% 77.69%
08/11/2024 0.78% 127.90 % 128.90 % 100,000 100,000 100,000 100,000 127,900 CHF 128,900 CHF 86.92% 86.92%
07/11/2024 0.78% 127.90 % 128.90 % 100,000 100,000 100,000 100,000 127,900 CHF 128,900 CHF 99.16% 99.16%

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