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 1.03% 96.50 % 97.50 % 100,000 100,000 100,000 100,000 96,715 CHF 97,715 CHF 98.15% 98.15%
19/11/2024 1.03% 95.90 % 96.90 % 100,000 100,000 100,000 100,000 96,372 CHF 97,372 CHF 93.72% 93.72%
18/11/2024 1.04% 96.25 % 97.25 % 100,000 100,000 100,000 100,000 96,106 CHF 97,106 CHF 77.70% 77.70%
15/11/2024 1.03% 96.10 % 97.10 % 100,000 100,000 100,000 100,000 96,886 CHF 97,886 CHF 88.34% 88.34%
14/11/2024 1.02% 97.35 % 98.35 % 100,000 100,000 100,000 100,000 97,601 CHF 98,601 CHF 63.17% 63.17%
13/11/2024 1.02% 97.75 % 98.75 % 100,000 100,000 100,000 100,000 97,706 CHF 98,706 CHF 75.01% 75.01%
12/11/2024 1.02% 98.00 % 99.00 % 100,000 100,000 100,000 100,000 98,001 CHF 99,001 CHF 51.17% 51.17%
11/11/2024 1.02% 97.10 % 98.10 % 100,000 100,000 100,000 100,000 97,152 CHF 98,152 CHF 78.76% 78.76%
08/11/2024 1.03% 95.80 % 96.80 % 100,000 100,000 100,000 100,000 96,445 CHF 97,445 CHF 86.78% 86.78%
07/11/2024 1.02% 97.30 % 98.30 % 100,000 100,000 100,000 100,000 97,691 CHF 98,691 CHF 99.16% 99.16%

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