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 1.07% 86.29 % 87.02 % 500,000 500,000 443,456 443,456 385,773 CHF 389,550 CHF 100.00% 100.00%
19/11/2024 0.97% 86.59 % 87.32 % 500,000 500,000 472,960 472,960 409,779 CHF 413,558 CHF 100.00% 100.00%
18/11/2024 1.43% 87.44 % 89.07 % 250,000 250,000 352,537 352,537 308,572 CHF 312,473 CHF 100.00% 100.00%
15/11/2024 0.87% 88.04 % 89.67 % 250,000 250,000 249,606 249,606 222,284 CHF 224,222 CHF 100.00% 100.00%
14/11/2024 0.71% 89.89 % 90.52 % 250,000 250,000 249,867 249,867 223,840 CHF 225,430 CHF 99.10% 99.10%
13/11/2024 0.97% 89.50 % 90.30 % 250,000 250,000 249,738 249,738 223,769 CHF 225,957 CHF 100.00% 100.00%
12/11/2024 0.52% 90.29 % 90.92 % 250,000 250,000 344,039 344,039 314,195 CHF 315,610 CHF 100.00% 100.00%
11/11/2024 0.43% 92.30 % 92.70 % 500,000 500,000 500,000 500,000 461,309 CHF 463,309 CHF 100.00% 100.00%
08/11/2024 0.61% 90.79 % 91.42 % 250,000 250,000 294,931 294,931 269,050 CHF 270,548 CHF 100.00% 100.00%
07/11/2024 0.29% 92.59 % 92.82 % 500,000 500,000 476,802 476,802 439,614 CHF 440,803 CHF 100.00% 100.00%

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