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 1.65% 60.10 % 61.10 % 100,000 100,000 100,000 100,000 60,225 CHF 61,225 CHF 98.15% 98.15%
19/11/2024 1.63% 60.85 % 61.85 % 100,000 100,000 100,000 100,000 60,752 CHF 61,752 CHF 93.72% 93.72%
18/11/2024 1.59% 62.25 % 63.25 % 100,000 100,000 100,000 100,000 62,572 CHF 63,572 CHF 80.91% 80.91%
15/11/2024 1.60% 62.50 % 63.50 % 100,000 100,000 100,000 100,000 62,168 CHF 63,168 CHF 92.97% 92.97%
14/11/2024 1.62% 61.50 % 62.50 % 100,000 100,000 100,000 100,000 61,045 CHF 62,045 CHF 65.27% 65.27%
13/11/2024 1.67% 59.85 % 60.85 % 100,000 100,000 100,000 100,000 59,551 CHF 60,551 CHF 74.59% 74.59%
12/11/2024 1.67% 59.00 % 60.00 % 100,000 100,000 100,000 100,000 59,450 CHF 60,450 CHF 49.41% 49.41%
11/11/2024 1.61% 61.45 % 62.45 % 100,000 100,000 100,000 100,000 61,454 CHF 62,454 CHF 79.83% 79.83%
08/11/2024 1.61% 60.70 % 61.70 % 100,000 100,000 100,000 100,000 61,646 CHF 62,646 CHF 75.84% 75.84%
07/11/2024 1.50% 66.25 % 67.25 % 100,000 100,000 100,000 100,000 65,982 CHF 66,982 CHF 99.16% 99.16%

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