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% 49.31 % 49.68 % 405,000 402,000 401,698 398,698 199,765 CHF 199,766 CHF 99.94% 99.94%
19/11/2024 0.75% 48.80 % 49.17 % 409,000 406,000 407,992 404,965 199,764 CHF 199,780 CHF 99.91% 99.91%
18/11/2024 0.76% 49.88 % 50.26 % 400,000 397,000 399,081 396,062 199,754 CHF 199,747 CHF 99.97% 99.97%
15/11/2024 0.75% 50.38 % 50.76 % 396,000 394,000 396,567 393,621 199,761 CHF 199,772 CHF 99.98% 99.98%
14/11/2024 0.75% 49.97 % 50.35 % 400,000 397,000 403,557 400,554 199,759 CHF 199,761 CHF 99.92% 99.92%
13/11/2024 0.75% 48.42 % 48.78 % 413,000 410,000 412,641 409,581 199,747 CHF 199,753 CHF 99.96% 99.96%
12/11/2024 0.75% 47.63 % 47.99 % 419,000 416,000 412,329 409,273 199,754 CHF 199,764 CHF 99.94% 99.94%
11/11/2024 0.75% 50.68 % 51.06 % 394,000 391,000 395,907 392,960 199,744 CHF 199,750 CHF 99.95% 99.95%
08/11/2024 0.75% 50.19 % 50.57 % 398,000 395,000 393,278 390,328 199,757 CHF 199,750 CHF 99.95% 99.95%
07/11/2024 0.75% 53.83 % 54.24 % 371,000 368,000 373,100 370,303 199,721 CHF 199,721 CHF 99.95% 99.95%

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