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 0.74% 102.40 % 103.10 % 100,000 100,000 100,000 100,000 102,468 CHF 103,231 CHF 99.28% 99.28%
19/11/2024 0.77% 102.30 % 103.10 % 100,000 100,000 100,000 100,000 102,264 CHF 103,055 CHF 98.46% 98.46%
18/11/2024 0.77% 102.40 % 103.20 % 100,000 100,000 100,000 100,000 102,405 CHF 103,193 CHF 99.48% 99.48%
15/11/2024 0.77% 102.60 % 103.40 % 100,000 100,000 100,000 100,000 102,633 CHF 103,428 CHF 98.47% 98.47%
14/11/2024 0.76% 102.70 % 103.50 % 100,000 100,000 100,000 100,000 102,697 CHF 103,480 CHF 99.22% 99.22%
13/11/2024 0.72% 102.60 % 103.30 % 100,000 100,000 100,000 100,000 102,559 CHF 103,301 CHF 96.29% 96.29%
12/11/2024 0.75% 102.50 % 103.30 % 100,000 100,000 100,000 100,000 102,684 CHF 103,456 CHF 100.00% 100.00%
11/11/2024 0.80% 102.70 % 103.50 % 100,000 100,000 97,467 97,467 100,091 CHF 100,879 CHF 100.00% 100.00%
08/11/2024 0.76% 102.60 % 103.30 % 100,000 100,000 100,000 100,000 102,585 CHF 103,368 CHF 53.01% 53.01%
07/11/2024 0.75% 102.70 % 103.50 % 100,000 100,000 100,000 100,000 102,667 CHF 103,445 CHF 97.44% 97.44%

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