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% 48.50 % 48.86 % 247,000 245,000 243,565 241,697 119,766 CHF 119,746 CHF 99.91% 99.91%
19/11/2024 0.74% 49.83 % 50.21 % 240,000 238,000 241,081 239,305 119,740 CHF 119,746 CHF 99.94% 99.94%
18/11/2024 0.75% 49.42 % 49.79 % 242,000 241,000 240,975 239,148 119,773 CHF 119,760 CHF 99.97% 99.97%
15/11/2024 0.75% 49.61 % 49.98 % 241,000 240,000 244,902 243,030 119,777 CHF 119,758 CHF 99.93% 99.93%
14/11/2024 0.75% 47.82 % 48.18 % 250,000 249,000 254,425 252,501 119,783 CHF 119,775 CHF 99.96% 99.96%
13/11/2024 0.75% 46.62 % 46.97 % 257,000 255,000 255,294 253,425 119,752 CHF 119,766 CHF 99.96% 99.96%
12/11/2024 0.75% 46.98 % 47.33 % 255,000 253,000 254,278 252,397 119,741 CHF 119,747 CHF 99.92% 99.92%
11/11/2024 0.75% 46.87 % 47.22 % 256,000 254,000 257,970 256,067 119,794 CHF 119,807 CHF 100.00% 100.00%
08/11/2024 0.75% 46.23 % 46.58 % 259,000 257,000 259,394 257,427 119,781 CHF 119,772 CHF 99.92% 99.92%
07/11/2024 0.75% 45.40 % 45.74 % 264,000 262,000 262,561 260,605 119,776 CHF 119,774 CHF 99.99% 99.99%

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