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 0.68% 72.92 % 73.42 % 250,000 250,000 250,000 250,000 182,501 CHF 183,751 CHF 100.00% 100.00%
19/11/2024 0.69% 72.44 % 72.94 % 250,000 250,000 250,000 250,000 180,370 CHF 181,620 CHF 89.36% 89.36%
18/11/2024 0.69% 72.76 % 73.26 % 250,000 250,000 250,000 250,000 180,975 CHF 182,225 CHF 99.67% 99.67%
15/11/2024 0.68% 72.45 % 72.95 % 250,000 250,000 250,000 250,000 183,103 CHF 184,353 CHF 100.00% 100.00%
14/11/2024 0.67% 74.15 % 74.65 % 250,000 250,000 250,000 250,000 185,367 CHF 186,617 CHF 100.00% 100.00%
13/11/2024 0.67% 74.36 % 74.86 % 250,000 250,000 250,000 250,000 186,798 CHF 188,048 CHF 100.00% 100.00%
12/11/2024 0.66% 74.94 % 75.44 % 250,000 250,000 250,000 250,000 187,780 CHF 189,030 CHF 98.71% 98.71%
11/11/2024 0.65% 76.08 % 76.58 % 250,000 250,000 250,000 250,000 190,568 CHF 191,818 CHF 100.00% 100.00%
08/11/2024 0.65% 75.88 % 76.38 % 250,000 250,000 250,000 250,000 190,617 CHF 191,867 CHF 99.84% 99.84%
07/11/2024 0.65% 76.73 % 77.23 % 250,000 250,000 250,000 250,000 193,138 CHF 194,388 CHF 100.00% 100.00%

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