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 0.81% 98.64 % 99.44 % 250,000 250,000 250,000 250,000 246,829 CHF 248,829 CHF 100.00% 100.00%
19/11/2024 0.81% 98.70 % 99.50 % 250,000 250,000 250,000 250,000 246,614 CHF 248,614 CHF 100.00% 100.00%
18/11/2024 0.81% 98.83 % 99.63 % 250,000 250,000 250,000 250,000 247,014 CHF 249,014 CHF 100.00% 100.00%
15/11/2024 0.80% 98.86 % 99.66 % 250,000 250,000 250,000 250,000 247,500 CHF 249,500 CHF 100.00% 100.00%
14/11/2024 0.80% 100.09 % 100.89 % 250,000 250,000 250,000 250,000 249,938 CHF 251,938 CHF 100.00% 100.00%
13/11/2024 0.80% 99.81 % 100.61 % 250,000 250,000 250,000 250,000 249,471 CHF 251,471 CHF 100.00% 100.00%
12/11/2024 0.80% 99.84 % 100.64 % 250,000 250,000 250,000 250,000 249,983 CHF 251,983 CHF 100.00% 100.00%
11/11/2024 0.80% 100.24 % 101.05 % 250,000 250,000 250,000 250,000 250,536 CHF 252,545 CHF 100.00% 100.00%
08/11/2024 0.80% 100.01 % 100.81 % 250,000 250,000 250,000 250,000 249,989 CHF 251,989 CHF 100.00% 100.00%
07/11/2024 0.80% 100.07 % 100.87 % 250,000 250,000 250,000 250,000 249,922 CHF 251,922 CHF 100.00% 100.00%

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