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 0.55% 91.44 % 91.94 % 250,000 250,000 250,000 250,000 226,225 CHF 227,475 CHF 99.48% 99.48%
19/11/2024 0.55% 90.16 % 90.66 % 250,000 250,000 250,000 250,000 224,783 CHF 226,033 CHF 88.84% 88.84%
18/11/2024 0.57% 88.18 % 88.68 % 250,000 250,000 250,000 250,000 218,827 CHF 220,077 CHF 99.15% 99.15%
15/11/2024 0.57% 86.41 % 86.91 % 250,000 250,000 250,000 250,000 217,287 CHF 218,537 CHF 99.48% 99.48%
14/11/2024 0.58% 87.22 % 87.72 % 250,000 250,000 250,000 250,000 213,898 CHF 215,148 CHF 99.47% 99.47%
13/11/2024 0.57% 86.41 % 86.91 % 250,000 250,000 250,000 250,000 218,954 CHF 220,204 CHF 99.46% 99.46%
12/11/2024 0.57% 87.66 % 88.16 % 250,000 250,000 250,000 250,000 219,332 CHF 220,582 CHF 98.20% 98.20%
11/11/2024 0.54% 89.20 % 89.70 % 250,000 250,000 250,000 250,000 229,247 CHF 230,497 CHF 99.49% 99.49%
08/11/2024 0.54% 93.03 % 93.53 % 250,000 250,000 250,000 250,000 232,191 CHF 233,441 CHF 99.32% 99.32%
07/11/2024 0.54% 93.68 % 94.18 % 250,000 250,000 250,000 250,000 232,623 CHF 233,873 CHF 99.48% 99.48%

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