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 0.75% 78.70 % 79.30 % 500,000 500,000 500,000 500,000 399,605 CHF 402,605 CHF 100.00% 100.00%
19/11/2024 0.99% 80.90 % 81.70 % 500,000 500,000 500,000 500,000 403,810 CHF 407,810 CHF 100.00% 100.00%
18/11/2024 0.74% 80.70 % 81.30 % 500,000 500,000 500,000 500,000 404,444 CHF 407,444 CHF 100.00% 100.00%
15/11/2024 0.96% 82.30 % 83.10 % 500,000 500,000 500,000 500,000 415,632 CHF 419,632 CHF 99.04% 99.04%
14/11/2024 0.71% 84.70 % 85.30 % 500,000 500,000 499,068 499,068 422,563 CHF 425,558 CHF 100.00% 100.00%
13/11/2024 0.68% 83.80 % 84.40 % 500,000 500,000 500,000 500,000 418,241 CHF 421,083 CHF 99.67% 99.67%
12/11/2024 0.23% 84.30 % 84.50 % 500,000 500,000 500,000 500,000 430,618 CHF 431,618 CHF 93.51% 93.51%
11/11/2024 0.23% 88.30 % 88.50 % 500,000 500,000 500,000 500,000 438,279 CHF 439,279 CHF 100.00% 100.00%
08/11/2024 0.23% 89.50 % 89.70 % 500,000 500,000 500,000 500,000 441,094 CHF 442,094 CHF 100.00% 100.00%
07/11/2024 0.45% 86.80 % 87.20 % 500,000 500,000 500,000 500,000 443,063 CHF 445,063 CHF 73.71% 73.71%

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