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 0.82% 96.50 % 97.30 % 250,000 250,000 250,000 250,000 241,452 CHF 243,452 CHF 100.00% 100.00%
19/11/2024 0.82% 96.42 % 97.22 % 250,000 250,000 250,000 250,000 242,390 CHF 244,390 CHF 99.98% 99.98%
18/11/2024 0.81% 97.89 % 98.69 % 250,000 250,000 250,000 250,000 245,015 CHF 247,015 CHF 100.00% 100.00%
15/11/2024 0.81% 98.01 % 98.81 % 250,000 250,000 250,000 250,000 245,053 CHF 247,053 CHF 99.98% 99.98%
14/11/2024 0.80% 99.30 % 100.10 % 250,000 250,000 250,000 250,000 249,139 CHF 251,141 CHF 99.98% 99.98%
13/11/2024 0.80% 100.35 % 101.16 % 250,000 250,000 250,000 250,000 249,748 CHF 251,753 CHF 99.99% 99.99%
12/11/2024 0.80% 100.32 % 101.13 % 250,000 250,000 250,000 250,000 251,580 CHF 253,605 CHF 100.00% 100.00%
11/11/2024 0.80% 100.78 % 101.59 % 250,000 250,000 250,000 250,000 252,161 CHF 254,186 CHF 100.00% 100.00%
08/11/2024 0.80% 100.47 % 101.28 % 250,000 250,000 250,000 250,000 250,981 CHF 252,999 CHF 100.00% 100.00%

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