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 0.79% 101.86 % 102.67 % 80,000 80,000 80,000 80,000 81,497 CHF 82,145 CHF 100.00% 100.00%
19/11/2024 0.79% 101.66 % 102.47 % 80,000 80,000 80,000 80,000 81,297 CHF 81,944 CHF 100.00% 100.00%
18/11/2024 0.79% 101.65 % 102.46 % 80,000 80,000 79,599 80,000 80,976 CHF 82,031 CHF 100.00% 100.00%
15/11/2024 0.79% 101.43 % 102.23 % 80,000 80,000 80,000 80,000 80,946 CHF 81,586 CHF 100.00% 100.00%
14/11/2024 0.79% 99.49 % 100.28 % 80,000 80,000 80,000 80,000 79,563 CHF 80,194 CHF 99.68% 99.68%
13/11/2024 0.79% 97.89 % 98.67 % 80,000 80,000 80,000 80,000 78,308 CHF 78,932 CHF 96.78% 96.78%
12/11/2024 0.79% 98.53 % 99.31 % 80,000 80,000 80,000 80,000 78,833 CHF 79,457 CHF 100.00% 100.00%
11/11/2024 0.79% 99.31 % 100.10 % 80,000 80,000 80,000 80,000 79,329 CHF 79,960 CHF 84.66% 84.66%
08/11/2024 0.79% 99.45 % 100.24 % 80,000 80,000 80,000 80,000 79,611 CHF 80,243 CHF 100.00% 100.00%
07/11/2024 0.79% 100.56 % 101.36 % 80,000 80,000 80,000 80,000 80,324 CHF 80,961 CHF 100.00% 100.00%

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