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 0.75% 101.00 % 101.80 % 100,000 100,000 100,000 100,000 101,160 CHF 101,927 CHF 99.64% 99.64%
19/11/2024 0.74% 100.40 % 101.10 % 100,000 100,000 100,000 100,000 100,281 CHF 101,025 CHF 96.67% 96.67%
18/11/2024 0.75% 100.40 % 101.20 % 100,000 100,000 100,000 100,000 100,329 CHF 101,089 CHF 99.23% 99.23%
15/11/2024 0.75% 100.40 % 101.20 % 100,000 100,000 100,000 100,000 100,559 CHF 101,314 CHF 95.93% 95.93%
14/11/2024 0.75% 100.60 % 101.40 % 100,000 100,000 100,000 100,000 100,660 CHF 101,418 CHF 99.18% 99.18%
13/11/2024 0.75% 100.80 % 101.60 % 100,000 100,000 100,000 100,000 100,845 CHF 101,606 CHF 97.59% 97.59%
12/11/2024 0.75% 100.90 % 101.70 % 100,000 100,000 100,000 100,000 101,225 CHF 101,989 CHF 99.54% 99.54%
11/11/2024 0.75% 101.60 % 102.40 % 100,000 100,000 100,000 100,000 101,650 CHF 102,416 CHF 99.89% 99.89%
08/11/2024 0.75% 101.40 % 102.10 % 100,000 100,000 100,000 100,000 101,291 CHF 102,055 CHF 53.82% 53.82%
07/11/2024 0.75% 101.30 % 102.10 % 100,000 100,000 100,000 100,000 101,333 CHF 102,101 CHF 98.21% 98.21%

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