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 0.79% 97.63 % 98.40 % 60,000 60,000 60,000 60,000 58,763 CHF 59,230 CHF 100.00% 100.00%
19/11/2024 0.79% 98.00 % 98.78 % 60,000 60,000 60,000 60,000 58,610 CHF 59,075 CHF 100.00% 100.00%
18/11/2024 0.79% 97.83 % 98.61 % 60,000 60,000 60,000 60,000 58,778 CHF 59,246 CHF 100.00% 100.00%
15/11/2024 0.79% 97.12 % 97.89 % 60,000 60,000 60,000 60,000 58,956 CHF 59,423 CHF 100.00% 100.00%
14/11/2024 0.79% 99.15 % 99.94 % 60,000 60,000 60,000 60,000 59,200 CHF 59,669 CHF 99.68% 99.68%
13/11/2024 0.79% 98.31 % 99.09 % 60,000 60,000 60,000 60,000 59,018 CHF 59,486 CHF 100.00% 100.00%
12/11/2024 0.79% 98.49 % 99.27 % 60,000 60,000 60,000 60,000 59,298 CHF 59,766 CHF 100.00% 100.00%
11/11/2024 0.79% 99.08 % 99.87 % 60,000 60,000 60,000 60,000 59,685 CHF 60,159 CHF 84.60% 84.60%
08/11/2024 0.79% 99.30 % 100.09 % 60,000 60,000 60,000 60,000 59,599 CHF 60,073 CHF 100.00% 100.00%
07/11/2024 0.79% 99.55 % 100.34 % 60,000 60,000 60,000 60,000 59,738 CHF 60,212 CHF 100.00% 100.00%

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