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 0.95% 99.55 % 100.50 % 100,000 100,000 100,000 100,000 99,550 CHF 100,500 CHF 98.15% 98.15%
19/11/2024 1.05% 99.55 % 100.60 % 100,000 100,000 100,000 100,000 99,550 CHF 100,600 CHF 93.72% 93.72%
18/11/2024 1.03% 99.60 % 100.60 % 100,000 100,000 100,000 100,000 99,567 CHF 100,600 CHF 70.55% 70.55%
15/11/2024 1.03% 99.55 % 100.60 % 100,000 100,000 100,000 100,000 99,572 CHF 100,600 CHF 87.93% 87.93%
14/11/2024 0.98% 99.60 % 100.60 % 100,000 100,000 100,000 100,000 99,615 CHF 100,600 CHF 63.27% 63.27%
13/11/2024 0.98% 99.65 % 100.60 % 100,000 100,000 100,000 100,000 99,678 CHF 100,656 CHF 74.90% 74.90%
12/11/2024 1.00% 99.70 % 100.70 % 100,000 100,000 100,000 100,000 99,700 CHF 100,700 CHF 51.23% 51.23%
11/11/2024 0.95% 99.75 % 100.70 % 100,000 100,000 100,000 100,000 99,750 CHF 100,700 CHF 61.84% 61.84%
08/11/2024 0.96% 99.75 % 100.70 % 100,000 100,000 100,000 100,000 99,748 CHF 100,710 CHF 86.96% 86.96%
07/11/2024 1.01% 99.80 % 100.80 % 100,000 100,000 100,000 100,000 99,791 CHF 100,800 CHF 99.16% 99.16%

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