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 1.64% 96.80 % 97.60 % 500,000 500,000 138,681 138,681 134,061 CHF 135,472 CHF 98.58% 98.58%
19/11/2024 1.55% 96.30 % 97.10 % 500,000 500,000 147,575 147,575 141,316 CHF 142,837 CHF 100.00% 100.00%
18/11/2024 1.75% 95.00 % 96.00 % 500,000 500,000 147,575 147,575 140,488 CHF 142,304 CHF 100.00% 100.00%
15/11/2024 1.72% 96.30 % 97.30 % 500,000 500,000 147,456 147,456 142,364 CHF 144,177 CHF 100.00% 100.00%
14/11/2024 1.48% 98.90 % 99.70 % 500,000 500,000 148,167 148,167 146,565 CHF 148,089 CHF 100.00% 100.00%
13/11/2024 1.49% 99.50 % 100.30 % 500,000 500,000 148,210 148,210 147,057 CHF 148,584 CHF 100.00% 100.00%
12/11/2024 1.68% 98.70 % 99.70 % 500,000 500,000 148,287 148,287 146,557 CHF 148,379 CHF 100.00% 100.00%
11/11/2024 1.67% 99.90 % 100.90 % 500,000 500,000 148,236 148,236 147,829 CHF 149,650 CHF 100.00% 100.00%
08/11/2024 1.49% 98.50 % 99.30 % 500,000 500,000 148,203 148,203 145,580 CHF 147,105 CHF 100.00% 100.00%
07/11/2024 1.50% 97.70 % 98.50 % 500,000 500,000 148,948 148,948 145,472 CHF 147,003 CHF 99.24% 99.24%

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