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 0.71% 97.29 % 97.99 % 150,000 150,000 150,000 150,000 146,380 CHF 147,430 CHF 100.00% 100.00%
19/11/2024 0.72% 97.44 % 98.14 % 150,000 150,000 150,000 150,000 146,319 CHF 147,369 CHF 89.38% 89.38%
18/11/2024 0.72% 97.22 % 97.92 % 150,000 150,000 150,000 150,000 145,811 CHF 146,861 CHF 99.68% 99.68%
15/11/2024 0.72% 97.06 % 97.76 % 150,000 150,000 150,000 150,000 146,022 CHF 147,072 CHF 100.00% 100.00%
14/11/2024 0.72% 96.58 % 97.28 % 150,000 150,000 150,000 149,992 144,913 CHF 145,956 CHF 100.00% 100.00%
13/11/2024 0.71% 97.51 % 98.21 % 150,000 150,000 150,000 150,000 146,703 CHF 147,753 CHF 100.00% 100.00%
12/11/2024 0.71% 97.78 % 98.48 % 150,000 150,000 150,000 150,000 147,009 CHF 148,059 CHF 98.74% 98.74%
11/11/2024 0.70% 98.49 % 99.19 % 150,000 150,000 150,000 150,000 148,487 CHF 149,537 CHF 96.69% 96.69%
08/11/2024 0.70% 99.05 % 99.75 % 150,000 150,000 150,000 150,000 148,512 CHF 149,562 CHF 99.85% 99.85%
07/11/2024 0.70% 99.84 % 100.54 % 150,000 150,000 150,000 150,000 149,367 CHF 150,417 CHF 100.00% 100.00%

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