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 0.80% 99.60 % 100.40 % 100,000 100,000 100,000 100,000 99,600 CHF 100,400 CHF 100.00% 100.00%
19/11/2024 0.75% 99.65 % 100.40 % 100,000 100,000 100,000 100,000 99,650 CHF 100,400 CHF 98.78% 98.78%
18/11/2024 0.75% 99.65 % 100.40 % 100,000 100,000 100,000 100,000 99,650 CHF 100,400 CHF 33.86% 33.86%
15/11/2024 0.70% 99.70 % 100.40 % 100,000 100,000 100,000 100,000 99,700 CHF 100,400 CHF 97.62% 97.62%
14/11/2024 - - % - % 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
13/11/2024 0.80% 99.70 % 100.50 % 100,000 100,000 100,000 100,000 99,700 CHF 100,500 CHF 2.02% 2.02%
12/11/2024 0.80% 99.70 % 100.50 % 100,000 100,000 100,000 100,000 99,700 CHF 100,500 CHF 92.10% 92.10%
11/11/2024 0.75% 99.75 % 100.50 % 100,000 100,000 100,000 100,000 99,750 CHF 100,500 CHF 98.31% 98.31%
08/11/2024 0.75% 99.75 % 100.50 % 100,000 100,000 100,000 100,000 99,750 CHF 100,500 CHF 55.09% 55.09%
07/11/2024 0.79% 99.75 % 100.50 % 100,000 100,000 95,852 95,852 95,602 CHF 96,344 CHF 46.45% 46.45%

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