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% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,950 CHF 100,700 CHF 95.19% 95.19%
19/11/2024 0.75% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,950 CHF 100,700 CHF 98.44% 98.44%
18/11/2024 0.75% 99.95 % 100.70 % 100,000 100,000 100,000 100,000 99,950 CHF 100,700 CHF 96.74% 96.74%
15/11/2024 0.80% 100.00 % 100.80 % 100,000 100,000 100,000 100,000 100,000 CHF 100,800 CHF 57.26% 57.26%
14/11/2024 0.80% 100.00 % 100.80 % 100,000 100,000 100,000 100,000 100,000 CHF 100,800 CHF 78.75% 78.75%
13/11/2024 0.80% 100.00 % 100.80 % 100,000 100,000 100,000 100,000 100,000 CHF 100,800 CHF 95.75% 95.75%
12/11/2024 0.80% 100.00 % 100.80 % 100,000 100,000 100,000 100,000 100,000 CHF 100,800 CHF 51.89% 51.89%
11/11/2024 0.73% 100.10 % 100.80 % 100,000 100,000 100,000 100,000 100,071 CHF 100,800 CHF 91.67% 91.67%
08/11/2024 0.72% 100.10 % 100.80 % 100,000 100,000 100,000 100,000 100,100 CHF 100,821 CHF 53.57% 53.57%
07/11/2024 0.78% 100.10 % 100.90 % 100,000 100,000 100,000 100,000 100,100 CHF 100,888 CHF 88.70% 88.70%

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