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 0.96% 99.40 % 100.40 % 100,000 100,000 100,000 100,000 99,436 CHF 100,400 CHF 98.15% 98.15%
19/11/2024 0.99% 99.40 % 100.40 % 100,000 100,000 100,000 100,000 99,408 CHF 100,400 CHF 93.72% 93.72%
18/11/2024 0.97% 99.45 % 100.40 % 100,000 100,000 100,000 100,000 99,451 CHF 100,422 CHF 70.19% 70.19%
15/11/2024 1.00% 99.45 % 100.40 % 100,000 100,000 100,000 100,000 99,463 CHF 100,466 CHF 88.35% 88.35%
14/11/2024 1.01% 99.50 % 100.50 % 100,000 100,000 100,000 100,000 99,488 CHF 100,500 CHF 63.25% 63.25%
13/11/2024 1.01% 99.50 % 100.50 % 100,000 100,000 100,000 100,000 99,540 CHF 100,546 CHF 74.10% 74.10%
12/11/2024 0.96% 99.55 % 100.50 % 100,000 100,000 100,000 100,000 99,550 CHF 100,514 CHF 51.24% 51.24%
11/11/2024 1.00% 99.60 % 100.60 % 100,000 100,000 100,000 100,000 99,600 CHF 100,600 CHF 79.13% 79.13%
08/11/2024 0.98% 99.55 % 100.50 % 100,000 100,000 100,000 100,000 99,555 CHF 100,534 CHF 86.80% 86.80%
07/11/2024 1.01% 99.60 % 100.60 % 100,000 100,000 100,000 100,000 99,580 CHF 100,592 CHF 99.16% 99.16%

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