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 0.75% 103.80 % 104.60 % 100,000 100,000 100,000 100,000 103,885 CHF 104,663 CHF 100.00% 100.00%
19/11/2024 0.75% 103.80 % 104.60 % 100,000 100,000 100,000 100,000 103,796 CHF 104,581 CHF 99.99% 99.99%
18/11/2024 0.76% 103.80 % 104.60 % 100,000 100,000 100,000 100,000 103,807 CHF 104,594 CHF 99.49% 99.49%
15/11/2024 0.73% 103.80 % 104.50 % 100,000 100,000 100,000 100,000 103,679 CHF 104,443 CHF 98.52% 98.52%
14/11/2024 - - % - % 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
13/11/2024 0.73% 103.70 % 104.40 % 100,000 100,000 100,000 100,000 103,673 CHF 104,433 CHF 97.54% 97.54%
12/11/2024 0.76% 103.50 % 104.30 % 100,000 100,000 100,000 100,000 103,602 CHF 104,392 CHF 96.80% 96.80%
11/11/2024 0.76% 103.70 % 104.50 % 100,000 100,000 100,000 100,000 103,737 CHF 104,532 CHF 99.56% 99.56%
08/11/2024 0.75% 103.80 % 104.50 % 100,000 100,000 100,000 100,000 103,717 CHF 104,500 CHF 55.15% 55.15%
07/11/2024 0.76% 103.90 % 104.60 % 100,000 100,000 97,970 97,970 101,767 CHF 102,536 CHF 96.42% 96.42%

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