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 0.59% 86.30 % 86.80 % 500,000 500,000 146,332 146,332 126,532 CHF 127,264 CHF 99.64% 99.64%
19/11/2024 0.59% 86.90 % 87.40 % 500,000 500,000 146,899 146,899 128,531 CHF 129,268 CHF 99.86% 99.86%
18/11/2024 0.63% 87.10 % 87.60 % 500,000 500,000 143,638 143,638 125,652 CHF 126,382 CHF 99.77% 99.77%
15/11/2024 0.58% 87.10 % 87.60 % 500,000 500,000 147,240 147,240 129,001 CHF 129,738 CHF 100.00% 100.00%
14/11/2024 0.59% 89.00 % 89.50 % 500,000 500,000 145,374 145,147 129,001 CHF 129,532 CHF 98.82% 98.82%
13/11/2024 0.60% 86.90 % 87.40 % 500,000 500,000 144,585 144,585 125,118 CHF 125,846 CHF 100.00% 100.00%
12/11/2024 0.61% 86.10 % 86.60 % 500,000 500,000 143,615 143,615 124,963 CHF 125,689 CHF 100.00% 100.00%
11/11/2024 0.60% 88.70 % 89.20 % 500,000 500,000 142,802 142,802 128,619 CHF 129,344 CHF 99.90% 99.90%
08/11/2024 0.61% 91.20 % 91.70 % 500,000 500,000 142,709 142,709 129,356 CHF 130,081 CHF 100.00% 100.00%
07/11/2024 0.59% 90.10 % 90.60 % 500,000 500,000 144,565 144,565 129,213 CHF 129,941 CHF 99.76% 99.76%

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