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 0.74% 99.75 % 100.50 % 100,000 100,000 100,000 100,000 99,771 CHF 100,515 CHF 48.42% 48.42%
19/11/2024 0.75% 99.45 % 100.20 % 100,000 100,000 100,000 100,000 99,356 CHF 100,108 CHF 74.12% 74.12%
18/11/2024 0.75% 99.30 % 100.00 % 100,000 100,000 100,000 100,000 99,300 CHF 100,047 CHF 91.75% 91.75%
15/11/2024 0.75% 99.55 % 100.30 % 100,000 100,000 100,000 100,000 99,544 CHF 100,295 CHF 39.86% 39.86%
14/11/2024 0.75% 99.15 % 99.90 % 100,000 100,000 100,000 100,000 99,302 CHF 100,051 CHF 36.40% 36.40%
13/11/2024 0.75% 99.30 % 100.10 % 100,000 100,000 100,000 100,000 99,406 CHF 100,159 CHF 19.20% 19.20%
12/11/2024 0.75% 99.40 % 100.20 % 100,000 100,000 100,000 100,000 99,524 CHF 100,273 CHF 64.31% 64.31%
11/11/2024 0.74% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,959 CHF 100,699 CHF 96.15% 96.15%
08/11/2024 0.73% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,974 CHF 100,711 CHF 21.56% 21.56%
07/11/2024 0.76% 100.10 % 100.90 % 100,000 100,000 100,000 100,000 100,140 CHF 100,904 CHF 85.59% 85.59%

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