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 0.70% 100.00 % 100.70 % 100,000 100,000 100,000 100,000 100,000 CHF 100,700 CHF 90.12% 90.12%
19/11/2024 0.80% 100.00 % 100.80 % 100,000 100,000 100,000 100,000 100,000 CHF 100,800 CHF 45.14% 45.14%
18/11/2024 0.80% 100.00 % 100.80 % 100,000 100,000 100,000 100,000 100,000 CHF 100,800 CHF 59.83% 59.83%
15/11/2024 0.70% 100.10 % 100.80 % 100,000 100,000 100,000 100,000 100,100 CHF 100,800 CHF 52.36% 52.36%
14/11/2024 0.70% 100.10 % 100.80 % 100,000 100,000 100,000 100,000 100,100 CHF 100,800 CHF 15.10% 15.10%
13/11/2024 0.70% 100.10 % 100.80 % 100,000 100,000 100,000 100,000 100,100 CHF 100,800 CHF 54.33% 54.33%
12/11/2024 0.78% 100.10 % 100.90 % 100,000 100,000 100,000 100,000 100,100 CHF 100,879 CHF 47.20% 47.20%
11/11/2024 0.80% 100.10 % 100.90 % 100,000 100,000 100,000 100,000 100,100 CHF 100,900 CHF 68.23% 68.23%
08/11/2024 0.70% 100.20 % 100.90 % 100,000 100,000 100,000 100,000 100,200 CHF 100,900 CHF 36.28% 36.28%
07/11/2024 0.70% 100.20 % 100.90 % 100,000 100,000 100,000 100,000 100,197 CHF 100,900 CHF 36.80% 36.80%

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