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 1.00% 99.20 % 100.20 % 100,000 100,000 100,000 100,000 99,200 CHF 100,200 CHF 98.15% 98.15%
19/11/2024 0.95% 99.25 % 100.20 % 100,000 100,000 100,000 100,000 99,250 CHF 100,200 CHF 93.72% 93.72%
18/11/2024 1.05% 99.25 % 100.30 % 100,000 100,000 100,000 100,000 99,250 CHF 100,300 CHF 70.16% 70.16%
15/11/2024 1.00% 99.30 % 100.30 % 100,000 100,000 100,000 100,000 99,300 CHF 100,300 CHF 88.59% 88.59%
14/11/2024 1.00% 99.30 % 100.30 % 100,000 100,000 100,000 100,000 99,300 CHF 100,300 CHF 63.41% 63.41%
13/11/2024 1.05% 99.35 % 100.40 % 100,000 100,000 100,000 100,000 99,355 CHF 100,400 CHF 74.87% 74.87%
12/11/2024 1.00% 99.40 % 100.40 % 100,000 100,000 100,000 100,000 99,400 CHF 100,400 CHF 49.68% 49.68%
11/11/2024 1.00% 99.40 % 100.40 % 100,000 100,000 100,000 100,000 99,400 CHF 100,400 CHF 62.79% 62.79%
08/11/2024 0.95% 99.45 % 100.40 % 100,000 100,000 100,000 100,000 99,450 CHF 100,400 CHF 86.90% 86.90%
07/11/2024 1.05% 99.45 % 100.50 % 100,000 100,000 100,000 100,000 99,450 CHF 100,500 CHF 99.16% 99.16%

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