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% 99.65 % 100.40 % 200,000 199,000 200,000 199,000 199,300 CHF 199,796 CHF 100.00% 100.00%
19/11/2024 0.75% 99.63 % 100.38 % 200,000 199,000 200,000 199,000 199,405 CHF 199,900 CHF 100.00% 100.00%
18/11/2024 0.75% 99.71 % 100.46 % 200,000 199,000 200,000 199,000 199,420 CHF 199,915 CHF 100.00% 100.00%
15/11/2024 0.75% 99.75 % 100.50 % 200,000 199,000 200,000 198,707 199,504 CHF 199,704 CHF 100.00% 100.00%
14/11/2024 0.75% 99.76 % 100.51 % 200,000 198,000 200,000 198,541 199,465 CHF 199,499 CHF 99.99% 99.99%
13/11/2024 0.75% 99.70 % 100.45 % 200,000 199,000 200,000 199,000 199,400 CHF 199,896 CHF 100.00% 100.00%
12/11/2024 0.75% 99.74 % 100.49 % 200,000 199,000 200,000 198,467 199,521 CHF 199,480 CHF 100.00% 100.00%
11/11/2024 0.75% 99.86 % 100.61 % 200,000 198,000 200,000 198,000 199,716 CHF 199,204 CHF 100.00% 100.00%
08/11/2024 0.75% 99.75 % 100.50 % 200,000 199,000 200,000 198,697 199,512 CHF 199,702 CHF 100.00% 100.00%
07/11/2024 0.75% 99.86 % 100.61 % 200,000 198,000 199,925 198,000 199,721 CHF 199,283 CHF 100.00% 100.00%

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