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% 101.50 % 102.30 % 100,000 100,000 100,000 100,000 101,500 CHF 102,300 CHF 89.78% 89.78%
19/11/2024 0.74% 101.50 % 102.20 % 100,000 100,000 100,000 100,000 101,500 CHF 102,253 CHF 98.83% 98.83%
18/11/2024 0.78% 101.50 % 102.30 % 100,000 100,000 100,000 100,000 101,500 CHF 102,300 CHF 98.58% 98.58%
15/11/2024 0.79% 101.50 % 102.30 % 100,000 100,000 100,000 100,000 101,500 CHF 102,300 CHF 98.28% 98.28%
14/11/2024 0.75% 101.50 % 102.30 % 100,000 100,000 100,000 100,000 101,500 CHF 102,261 CHF 97.08% 97.08%
13/11/2024 0.69% 101.50 % 102.20 % 100,000 100,000 100,000 100,000 101,500 CHF 102,200 CHF 96.08% 96.08%
12/11/2024 0.79% 101.50 % 102.30 % 100,000 100,000 100,000 100,000 101,500 CHF 102,300 CHF 98.02% 98.02%
11/11/2024 0.89% 101.60 % 102.30 % 100,000 100,000 82,511 82,511 83,779 CHF 84,462 CHF 100.00% 100.00%
08/11/2024 0.79% 101.50 % 102.30 % 100,000 100,000 100,000 100,000 101,500 CHF 102,300 CHF 55.18% 55.18%
07/11/2024 1.02% 101.60 % 102.30 % 100,000 100,000 72,165 72,165 73,236 CHF 73,911 CHF 94.66% 94.66%

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