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
25/11/2024 1.06% 94.00 % 95.00 % 500,000 500,000 148,352 148,352 139,072 CHF 140,555 CHF 100.00% 100.00%
22/11/2024 1.07% 92.90 % 93.90 % 500,000 500,000 148,287 148,287 137,536 CHF 139,019 CHF 100.00% 100.00%
20/11/2024 0.87% 92.10 % 92.90 % 500,000 500,000 143,765 143,765 132,348 CHF 133,498 CHF 97.95% 97.95%
19/11/2024 1.08% 92.00 % 93.00 % 500,000 500,000 148,213 148,213 136,236 CHF 137,719 CHF 100.00% 100.00%
18/11/2024 1.08% 92.90 % 93.90 % 500,000 500,000 148,332 148,332 137,656 CHF 139,142 CHF 100.00% 100.00%
15/11/2024 0.85% 92.40 % 93.20 % 500,000 500,000 148,239 148,239 138,009 CHF 139,196 CHF 100.00% 100.00%
14/11/2024 0.84% 94.50 % 95.30 % 500,000 500,000 148,222 148,222 140,308 CHF 141,494 CHF 100.00% 100.00%
13/11/2024 1.05% 94.40 % 95.40 % 500,000 500,000 148,210 148,210 140,010 CHF 141,492 CHF 100.00% 100.00%
12/11/2024 1.05% 94.70 % 95.70 % 500,000 500,000 148,318 148,318 140,758 CHF 142,242 CHF 100.00% 100.00%
11/11/2024 0.83% 95.60 % 96.40 % 500,000 500,000 148,240 148,240 141,901 CHF 143,087 CHF 100.00% 100.00%

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