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 0.89% 88.40 % 89.20 % 250,000 250,000 250,000 250,000 222,867 CHF 224,867 CHF 99.96% 99.96%
19/11/2024 0.90% 88.49 % 89.29 % 250,000 250,000 250,000 250,000 222,316 CHF 224,316 CHF 99.70% 99.70%
18/11/2024 0.88% 90.31 % 91.11 % 250,000 250,000 250,000 250,000 225,034 CHF 227,034 CHF 100.00% 100.00%
15/11/2024 0.89% 89.24 % 90.04 % 250,000 250,000 250,000 250,000 223,299 CHF 225,299 CHF 99.98% 99.98%
14/11/2024 0.88% 91.32 % 92.12 % 250,000 250,000 250,000 250,000 225,165 CHF 227,165 CHF 99.97% 99.97%
13/11/2024 0.88% 90.60 % 91.40 % 250,000 247,000 250,000 249,033 226,783 CHF 227,902 CHF 99.94% 99.94%
12/11/2024 0.87% 90.12 % 90.92 % 250,000 250,000 250,000 250,000 227,623 CHF 229,623 CHF 99.97% 99.97%
11/11/2024 0.86% 92.72 % 93.52 % 250,000 250,000 250,000 250,000 232,756 CHF 234,756 CHF 100.00% 100.00%
08/11/2024 0.87% 91.04 % 91.84 % 250,000 250,000 250,000 250,000 229,295 CHF 231,295 CHF 99.75% 99.75%
07/11/2024 0.86% 92.69 % 93.49 % 250,000 245,000 250,000 245,534 232,829 CHF 230,634 CHF 99.97% 99.97%

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