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
13/11/2024 2.40% 70.80 % 71.30 % 500,000 500,000 140,339 140,339 98,989 CHF 100,190 CHF 100.00% 100.00%
12/11/2024 2.27% 68.90 % 69.40 % 500,000 500,000 143,255 143,255 100,712 CHF 101,963 CHF 100.00% 100.00%
11/11/2024 2.32% 72.90 % 73.40 % 500,000 500,000 144,717 144,717 102,888 CHF 104,169 CHF 99.87% 99.87%
08/11/2024 2.37% 68.40 % 68.90 % 500,000 500,000 137,445 137,445 96,481 CHF 97,640 CHF 100.00% 100.00%
07/11/2024 2.37% 70.40 % 70.90 % 500,000 500,000 144,154 144,154 100,414 CHF 101,676 CHF 99.24% 99.24%
06/11/2024 3.27% 68.00 % 68.50 % 500,000 500,000 143,211 143,211 99,609 CHF 101,188 CHF 100.00% 100.00%
05/11/2024 2.29% 70.40 % 70.90 % 500,000 500,000 144,935 144,935 102,404 CHF 103,681 CHF 99.52% 99.52%
04/11/2024 2.31% 71.10 % 71.60 % 500,000 500,000 139,473 139,473 98,501 CHF 99,673 CHF 99.75% 99.75%
01/11/2024 2.02% 70.30 % 70.80 % 500,000 500,000 200,349 200,349 140,834 CHF 142,283 CHF 99.76% 99.76%
31/10/2024 1.96% 70.00 % 70.50 % 500,000 500,000 201,291 201,291 142,781 CHF 144,245 CHF 100.00% 100.00%

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