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 1.00% 99.20 % 100.20 % 100,000 100,000 100,000 100,000 99,200 CHF 100,200 CHF 98.15% 98.15%
19/11/2024 1.01% 99.15 % 100.20 % 100,000 100,000 100,000 100,000 99,194 CHF 100,200 CHF 93.72% 93.72%
18/11/2024 1.00% 99.20 % 100.20 % 100,000 100,000 100,000 100,000 99,206 CHF 100,200 CHF 70.39% 70.39%
15/11/2024 0.98% 99.20 % 100.20 % 100,000 100,000 100,000 100,000 99,223 CHF 100,200 CHF 88.36% 88.36%
14/11/2024 0.99% 99.25 % 100.20 % 100,000 100,000 100,000 100,000 99,210 CHF 100,200 CHF 63.27% 63.27%
13/11/2024 0.98% 99.20 % 100.20 % 100,000 100,000 100,000 100,000 99,248 CHF 100,225 CHF 74.10% 74.10%
12/11/2024 0.98% 99.20 % 100.20 % 100,000 100,000 100,000 100,000 99,192 CHF 100,168 CHF 51.04% 51.04%
11/11/2024 1.02% 99.15 % 100.20 % 100,000 100,000 100,000 100,000 99,189 CHF 100,204 CHF 77.76% 77.76%
08/11/2024 0.99% 99.20 % 100.20 % 100,000 100,000 100,000 100,000 99,222 CHF 100,210 CHF 86.87% 86.87%
07/11/2024 1.02% 99.30 % 100.30 % 100,000 100,000 100,000 100,000 99,269 CHF 100,289 CHF 99.16% 99.16%

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