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 0.90% 88.15 % 88.95 % 250,000 250,000 250,000 250,000 221,939 CHF 223,939 CHF 99.82% 99.82%
19/11/2024 0.90% 88.18 % 88.98 % 250,000 250,000 250,000 250,000 221,823 CHF 223,823 CHF 99.80% 99.80%
18/11/2024 0.87% 91.70 % 92.50 % 250,000 250,000 250,000 250,000 228,346 CHF 230,346 CHF 99.96% 99.96%
15/11/2024 0.87% 89.95 % 90.75 % 250,000 250,000 250,000 250,000 227,682 CHF 229,682 CHF 99.98% 99.98%
14/11/2024 0.86% 92.74 % 93.54 % 250,000 250,000 250,000 250,000 230,590 CHF 232,590 CHF 99.98% 99.98%
13/11/2024 0.88% 90.80 % 91.60 % 250,000 250,000 250,000 250,000 227,230 CHF 229,230 CHF 99.92% 99.92%
12/11/2024 0.87% 91.03 % 91.83 % 250,000 250,000 250,000 250,000 229,134 CHF 231,134 CHF 99.98% 99.98%
11/11/2024 0.85% 93.10 % 93.90 % 249,000 250,000 249,953 250,000 233,745 CHF 235,789 CHF 100.00% 100.00%
08/11/2024 0.86% 92.83 % 93.63 % 250,000 250,000 250,000 250,000 232,907 CHF 234,907 CHF 99.65% 99.65%
07/11/2024 0.83% 95.17 % 95.97 % 250,000 250,000 250,000 250,000 239,013 CHF 241,013 CHF 99.98% 99.98%

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