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 1.08% 92.60 % 93.60 % 500,000 500,000 499,883 500,000 462,448 CHF 467,557 CHF 97.94% 97.94%
19/11/2024 - 92.00 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
18/11/2024 - 91.10 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
15/11/2024 - 92.30 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
14/11/2024 - 88.50 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 99.75%
13/11/2024 - 87.40 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
12/11/2024 - 89.10 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/11/2024 1.09% 90.60 % 91.60 % 500,000 500,000 500,000 500,000 454,267 CHF 459,267 CHF 100.00% 100.00%
08/11/2024 0.86% 91.00 % 91.80 % 500,000 500,000 500,000 500,000 462,234 CHF 466,234 CHF 100.00% 100.00%
07/11/2024 0.84% 94.70 % 95.50 % 500,000 500,000 500,000 500,000 473,615 CHF 477,615 CHF 99.23% 99.23%

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