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% 99.70 % 100.50 % 100,000 100,000 100,000 100,000 99,700 CHF 100,500 CHF 96.48% 96.48%
19/11/2024 0.75% 99.75 % 100.50 % 100,000 100,000 100,000 100,000 99,750 CHF 100,500 CHF 97.98% 97.98%
18/11/2024 0.75% 99.75 % 100.50 % 100,000 100,000 100,000 100,000 99,750 CHF 100,500 CHF 96.34% 96.34%
15/11/2024 0.70% 99.80 % 100.50 % 100,000 100,000 100,000 100,000 99,800 CHF 100,500 CHF 86.86% 86.86%
14/11/2024 0.80% 99.80 % 100.60 % 100,000 100,000 100,000 100,000 99,800 CHF 100,600 CHF 64.02% 64.02%
13/11/2024 0.80% 99.80 % 100.60 % 100,000 100,000 100,000 100,000 99,800 CHF 100,600 CHF 17.23% 17.23%
12/11/2024 0.75% 99.85 % 100.60 % 100,000 100,000 100,000 100,000 99,850 CHF 100,600 CHF 51.19% 51.19%
11/11/2024 0.75% 99.85 % 100.60 % 100,000 100,000 100,000 100,000 99,850 CHF 100,600 CHF 94.51% 94.51%
08/11/2024 0.70% 99.90 % 100.60 % 100,000 100,000 100,000 100,000 99,900 CHF 100,600 CHF 48.76% 48.76%
07/11/2024 0.80% 99.90 % 100.70 % 100,000 100,000 100,000 100,000 99,900 CHF 100,700 CHF 73.75% 73.75%

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