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 0.54% 92.75 % 93.25 % 250,000 250,000 250,000 249,870 230,498 CHF 231,627 CHF 7.78% 7.78%
19/11/2024 0.55% 89.73 % 90.23 % 250,000 250,000 250,000 250,000 226,069 CHF 227,319 CHF 6.05% 6.05%
18/11/2024 0.51% 97.29 % 97.79 % 250,000 250,000 250,000 250,000 242,868 CHF 244,118 CHF 21.88% 21.88%
15/11/2024 0.52% 96.42 % 96.92 % 250,000 250,000 250,000 249,983 240,887 CHF 242,121 CHF 73.25% 73.25%
14/11/2024 0.50% 98.94 % 99.44 % 250,000 250,000 250,000 249,951 249,783 CHF 250,983 CHF 27.88% 27.88%
13/11/2024 0.49% 100.77 % 101.27 % 250,000 250,000 250,000 249,995 253,806 CHF 255,051 CHF 98.87% 98.87%
12/11/2024 0.48% 102.38 % 102.88 % 250,000 250,000 250,000 250,000 259,158 CHF 260,408 CHF 95.70% 95.70%
11/11/2024 0.49% 101.25 % 101.75 % 250,000 250,000 250,000 250,000 252,166 CHF 253,416 CHF 17.90% 17.90%
08/11/2024 0.50% 100.92 % 101.42 % 250,000 250,000 250,000 250,000 247,312 CHF 248,562 CHF 80.15% 80.15%
07/11/2024 0.53% 94.97 % 95.47 % 250,000 250,000 250,000 250,000 234,161 CHF 235,411 CHF 64.40% 64.40%

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