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 0.75% 99.85 % 100.60 % 100,000 100,000 100,000 100,000 99,850 CHF 100,600 CHF 88.94% 88.94%
19/11/2024 0.75% 99.85 % 100.60 % 100,000 100,000 100,000 100,000 99,850 CHF 100,600 CHF 51.48% 51.48%
18/11/2024 0.70% 99.90 % 100.60 % 100,000 100,000 100,000 100,000 99,900 CHF 100,600 CHF 71.46% 71.46%
15/11/2024 0.75% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,950 CHF 100,700 CHF 58.55% 58.55%
14/11/2024 0.75% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,950 CHF 100,700 CHF 16.34% 16.34%
13/11/2024 0.75% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,950 CHF 100,700 CHF 54.42% 54.42%
12/11/2024 0.75% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,950 CHF 100,700 CHF 52.23% 52.23%
11/11/2024 0.70% 100.00 % 100.70 % 100,000 100,000 100,000 100,000 100,000 CHF 100,700 CHF 85.63% 85.63%
08/11/2024 0.80% 100.00 % 100.80 % 100,000 100,000 100,000 100,000 100,000 CHF 100,800 CHF 42.15% 42.15%
07/11/2024 0.80% 100.00 % 100.80 % 100,000 100,000 100,000 100,000 100,000 CHF 100,800 CHF 36.80% 36.80%

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