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 0.87% 91.30 % 92.10 % 500,000 500,000 500,000 500,000 457,415 CHF 461,415 CHF 97.95% 97.95%
19/11/2024 1.09% 91.30 % 92.30 % 500,000 500,000 500,000 500,000 455,193 CHF 460,193 CHF 100.00% 100.00%
18/11/2024 - 92.30 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
15/11/2024 - 92.10 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
14/11/2024 - 91.80 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
13/11/2024 0.89% 89.90 % 90.70 % 500,000 500,000 500,000 500,000 446,864 CHF 450,864 CHF 100.00% 100.00%
12/11/2024 0.89% 88.10 % 88.90 % 500,000 500,000 500,000 500,000 445,730 CHF 449,730 CHF 100.00% 100.00%
11/11/2024 1.07% 92.90 % 93.90 % 500,000 500,000 500,000 500,000 464,037 CHF 469,037 CHF 100.00% 100.00%
08/11/2024 1.09% 91.30 % 92.30 % 500,000 500,000 499,738 499,738 456,693 CHF 461,692 CHF 100.00% 100.00%
07/11/2024 0.83% 95.90 % 96.70 % 500,000 500,000 500,000 500,000 478,055 CHF 482,055 CHF 99.23% 99.23%

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