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% 88.20 % 88.85 % 100,000 100,000 100,000 100,000 88,908 CHF 89,576 CHF 98.83% 98.83%
19/11/2024 0.75% 88.50 % 89.15 % 100,000 100,000 100,000 100,000 88,166 CHF 88,828 CHF 79.59% 79.59%
18/11/2024 0.75% 88.15 % 88.80 % 100,000 100,000 100,000 100,000 88,066 CHF 88,727 CHF 88.34% 88.34%
15/11/2024 0.75% 88.40 % 89.10 % 100,000 100,000 100,000 100,000 88,896 CHF 89,568 CHF 96.83% 96.83%
14/11/2024 0.75% 90.20 % 90.85 % 100,000 100,000 100,000 100,000 89,318 CHF 89,994 CHF 99.36% 99.36%
13/11/2024 0.75% 88.00 % 88.65 % 100,000 100,000 100,000 100,000 87,808 CHF 88,472 CHF 96.13% 96.13%
12/11/2024 0.76% 88.20 % 88.85 % 100,000 100,000 100,000 100,000 88,819 CHF 89,493 CHF 98.89% 98.89%
11/11/2024 0.75% 90.55 % 91.25 % 100,000 100,000 100,000 100,000 90,797 CHF 91,481 CHF 97.75% 97.75%
08/11/2024 0.75% 89.90 % 90.55 % 100,000 100,000 100,000 100,000 89,972 CHF 90,648 CHF 53.41% 53.41%
07/11/2024 0.75% 91.40 % 92.10 % 100,000 100,000 100,000 100,000 91,943 CHF 92,639 CHF 78.70% 78.70%

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