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 1.86% 52.50 % 53.50 % 100,000 100,000 100,000 100,000 53,309 CHF 54,309 CHF 98.15% 98.15%
19/11/2024 1.85% 53.65 % 54.65 % 100,000 100,000 100,000 100,000 53,668 CHF 54,668 CHF 93.72% 93.72%
18/11/2024 1.85% 53.65 % 54.65 % 100,000 100,000 100,000 100,000 53,689 CHF 54,689 CHF 68.57% 68.57%
15/11/2024 1.82% 53.95 % 54.95 % 100,000 100,000 100,000 100,000 54,365 CHF 55,365 CHF 92.90% 92.90%
14/11/2024 1.82% 54.85 % 55.85 % 100,000 100,000 100,000 100,000 54,448 CHF 55,448 CHF 63.59% 63.59%
13/11/2024 1.80% 53.80 % 54.80 % 100,000 100,000 100,000 100,000 55,015 CHF 56,015 CHF 63.06% 63.06%
12/11/2024 1.72% 57.75 % 58.75 % 100,000 100,000 100,000 100,000 57,717 CHF 58,717 CHF 18.41% 18.41%
11/11/2024 1.54% 64.45 % 65.45 % 100,000 100,000 100,000 100,000 64,487 CHF 65,487 CHF 77.61% 77.61%
08/11/2024 1.56% 63.45 % 64.45 % 100,000 100,000 100,000 100,000 63,475 CHF 64,475 CHF 87.09% 87.09%
07/11/2024 1.54% 64.30 % 65.30 % 100,000 100,000 100,000 100,000 64,601 CHF 65,601 CHF 99.16% 99.16%

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