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 0.70% 102.60 % 103.40 % 100,000 100,000 100,000 100,000 102,678 CHF 103,400 CHF 98.46% 98.46%
19/11/2024 0.72% 102.60 % 103.30 % 100,000 100,000 100,000 100,000 102,557 CHF 103,302 CHF 95.49% 95.49%
18/11/2024 0.77% 102.50 % 103.30 % 100,000 100,000 100,000 100,000 102,503 CHF 103,300 CHF 98.06% 98.06%
15/11/2024 0.78% 102.60 % 103.40 % 100,000 100,000 100,000 100,000 102,600 CHF 103,400 CHF 94.37% 94.37%
14/11/2024 0.78% 102.60 % 103.40 % 100,000 100,000 100,000 100,000 102,600 CHF 103,400 CHF 98.91% 98.91%
13/11/2024 0.69% 102.70 % 103.40 % 100,000 100,000 100,000 100,000 102,693 CHF 103,406 CHF 96.04% 96.04%
12/11/2024 0.78% 102.70 % 103.50 % 100,000 100,000 100,000 100,000 102,701 CHF 103,500 CHF 98.08% 98.08%
11/11/2024 0.78% 102.80 % 103.60 % 100,000 100,000 100,000 100,000 102,800 CHF 103,600 CHF 98.38% 98.38%
08/11/2024 0.78% 102.80 % 103.60 % 100,000 100,000 100,000 100,000 102,800 CHF 103,600 CHF 52.36% 52.36%
07/11/2024 0.76% 102.80 % 103.60 % 100,000 100,000 100,000 100,000 102,811 CHF 103,600 CHF 96.89% 96.89%

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