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
28/11/2024 2.47% 104.98 % 108.24 % 5,000 5,000 49,722 49,722 52,503 CHF 53,815 CHF 100.00% 100.00%
27/11/2024 1.72% 105.10 % 105.90 % 500,000 500,000 139,897 139,897 147,001 CHF 148,494 CHF 99.66% 99.66%
26/11/2024 1.62% 105.10 % 105.90 % 500,000 500,000 142,311 142,311 149,096 CHF 150,663 CHF 99.36% 99.36%
25/11/2024 1.84% 103.60 % 104.60 % 500,000 500,000 143,906 143,906 148,514 CHF 150,372 CHF 100.00% 100.00%
22/11/2024 1.92% 103.10 % 104.10 % 500,000 500,000 140,719 140,719 144,954 CHF 146,748 CHF 99.90% 99.90%
20/11/2024 1.69% 102.60 % 103.40 % 500,000 500,000 144,449 144,449 146,998 CHF 148,566 CHF 99.01% 99.01%
19/11/2024 1.89% 100.00 % 101.00 % 500,000 500,000 141,982 141,982 143,734 CHF 145,562 CHF 100.00% 100.00%
18/11/2024 1.90% 101.40 % 102.40 % 500,000 500,000 141,763 141,763 143,633 CHF 145,455 CHF 99.77% 99.77%
15/11/2024 1.70% 100.40 % 101.20 % 500,000 500,000 140,971 140,971 142,384 CHF 143,915 CHF 99.04% 99.04%
14/11/2024 1.67% 101.20 % 102.00 % 500,000 500,000 144,677 144,677 146,070 CHF 147,648 CHF 99.10% 99.10%

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