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% 87.33 % 87.98 % 229,000 227,000 226,571 224,838 199,571 CHF 199,540 CHF 99.96% 99.96%
19/11/2024 0.75% 87.96 % 88.63 % 227,000 225,000 225,912 224,125 199,595 CHF 199,517 CHF 99.96% 99.96%
18/11/2024 0.75% 90.46 % 91.15 % 221,000 219,000 220,959 219,311 199,520 CHF 199,521 CHF 99.96% 99.96%
15/11/2024 0.75% 89.28 % 89.95 % 224,000 222,000 221,937 220,288 199,577 CHF 199,579 CHF 99.93% 99.93%
14/11/2024 0.75% 91.13 % 91.82 % 219,000 217,000 219,273 217,622 199,529 CHF 199,516 CHF 99.92% 99.92%
13/11/2024 0.75% 89.88 % 90.55 % 222,000 220,000 221,362 219,667 199,583 CHF 199,545 CHF 99.99% 99.99%
12/11/2024 0.76% 90.38 % 91.06 % 221,000 219,000 219,891 218,119 199,607 CHF 199,504 CHF 100.00% 100.00%
11/11/2024 0.75% 91.92 % 92.61 % 217,000 215,000 215,592 214,139 199,450 CHF 199,592 CHF 99.98% 99.98%
08/11/2024 0.74% 92.10 % 92.79 % 217,000 204,000 215,799 203,769 199,464 CHF 189,751 CHF 99.99% 99.99%
07/11/2024 0.75% 92.65 % 93.34 % 215,000 214,000 214,387 212,836 199,533 CHF 199,584 CHF 99.99% 99.99%

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