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 0.50% 99.92 % 100.42 % 300,000 300,000 300,000 300,000 300,514 CHF 302,014 CHF 100.00% 100.00%
19/11/2024 0.50% 99.45 % 99.95 % 300,000 300,000 300,000 300,000 298,046 CHF 299,546 CHF 89.38% 89.38%
18/11/2024 0.50% 100.12 % 100.62 % 300,000 300,000 300,000 300,000 300,415 CHF 301,915 CHF 99.67% 99.67%
15/11/2024 0.50% 99.93 % 100.43 % 300,000 300,000 300,000 300,000 300,435 CHF 301,935 CHF 100.00% 100.00%
14/11/2024 0.50% 100.35 % 100.85 % 300,000 300,000 300,000 300,000 300,268 CHF 301,768 CHF 100.00% 100.00%
13/11/2024 0.50% 99.94 % 100.44 % 300,000 300,000 300,000 300,000 299,807 CHF 301,307 CHF 100.00% 100.00%
12/11/2024 0.50% 100.08 % 100.58 % 300,000 300,000 300,000 300,000 301,276 CHF 302,776 CHF 98.73% 98.73%
11/11/2024 0.49% 100.96 % 101.46 % 300,000 300,000 300,000 300,000 302,462 CHF 303,962 CHF 100.00% 100.00%
08/11/2024 0.50% 100.51 % 101.01 % 300,000 300,000 300,000 300,000 301,310 CHF 302,810 CHF 99.83% 99.83%
07/11/2024 0.49% 100.73 % 101.23 % 300,000 300,000 300,000 300,000 302,498 CHF 303,998 CHF 100.00% 100.00%

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