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 0.50% 102.70 % 103.20 % 500,000 500,000 146,752 146,752 150,789 CHF 151,524 CHF 99.01% 99.01%
19/11/2024 1.13% 102.70 % 103.20 % 500,000 500,000 130,651 130,651 134,174 CHF 134,993 CHF 100.00% 100.00%
18/11/2024 0.52% 102.70 % 103.20 % 500,000 500,000 145,443 145,443 149,226 CHF 149,959 CHF 99.77% 99.77%
15/11/2024 0.50% 103.00 % 103.50 % 500,000 500,000 144,900 144,900 149,279 CHF 150,004 CHF 98.23% 98.23%
14/11/2024 0.50% 103.10 % 103.60 % 500,000 500,000 145,717 145,717 150,234 CHF 150,966 CHF 99.10% 99.10%
13/11/2024 0.51% 103.00 % 103.50 % 500,000 500,000 144,458 144,458 148,792 CHF 149,519 CHF 100.00% 100.00%
12/11/2024 1.13% 103.20 % 103.70 % 500,000 500,000 115,825 115,825 119,513 CHF 120,317 CHF 100.00% 100.00%
11/11/2024 0.51% 103.10 % 103.60 % 500,000 500,000 144,349 144,349 148,888 CHF 149,615 CHF 100.00% 100.00%
08/11/2024 0.59% 103.20 % 103.70 % 500,000 500,000 140,427 140,427 144,942 CHF 145,655 CHF 100.00% 100.00%
07/11/2024 0.50% 103.10 % 103.60 % 500,000 500,000 145,027 145,027 149,415 CHF 150,144 CHF 99.76% 99.76%

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