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 0.61% 15.90 % 16.00 % 500,000 100,000 500,000 100,000 81,588 CHF 16,418 CHF 99.38% 99.38%
19/11/2024 0.60% 16.75 % 16.85 % 500,000 100,000 500,000 100,000 83,615 CHF 16,823 CHF 99.37% 99.37%
18/11/2024 0.59% 16.65 % 16.75 % 500,000 100,000 500,000 100,000 83,825 CHF 16,865 CHF 99.37% 99.37%
15/11/2024 0.56% 17.40 % 17.50 % 500,000 100,000 500,000 100,000 89,423 CHF 17,985 CHF 98.82% 98.82%
14/11/2024 0.53% 18.75 % 18.85 % 500,000 100,000 500,000 100,000 93,337 CHF 18,767 CHF 99.25% 99.37%
13/11/2024 0.55% 18.15 % 18.25 % 500,000 100,000 500,000 100,000 90,260 CHF 18,152 CHF 99.13% 99.13%
12/11/2024 0.52% 18.30 % 18.40 % 500,000 100,000 500,000 100,000 96,326 CHF 19,365 CHF 93.10% 93.10%
11/11/2024 0.50% 20.15 % 20.25 % 500,000 100,000 500,000 100,000 99,136 CHF 19,927 CHF 99.37% 99.37%
08/11/2024 0.49% 21.00 % 21.10 % 500,000 100,000 500,000 100,000 101,696 CHF 20,439 CHF 99.34% 99.34%
07/11/2024 0.49% 19.80 % 19.90 % 500,000 100,000 499,709 100,000 101,330 CHF 20,378 CHF 73.88% 73.88%

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