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 0.47% 105.46 % 105.96 % 500,000 500,000 500,000 500,000 527,753 CHF 530,253 CHF 100.00% 100.00%
19/11/2024 0.47% 105.44 % 105.94 % 500,000 500,000 500,000 500,000 527,027 CHF 529,527 CHF 89.37% 89.37%
18/11/2024 0.47% 105.45 % 105.95 % 500,000 500,000 500,000 500,000 527,431 CHF 529,931 CHF 99.67% 99.67%
15/11/2024 0.47% 105.35 % 105.85 % 500,000 500,000 500,000 500,000 527,118 CHF 529,618 CHF 100.00% 100.00%
14/11/2024 0.47% 105.44 % 105.94 % 500,000 500,000 500,000 500,000 526,818 CHF 529,318 CHF 100.00% 100.00%
13/11/2024 0.47% 105.16 % 105.66 % 500,000 500,000 500,000 500,000 525,793 CHF 528,293 CHF 100.00% 100.00%
12/11/2024 0.47% 105.22 % 105.72 % 500,000 500,000 500,000 500,000 526,522 CHF 529,022 CHF 98.71% 98.71%
11/11/2024 0.47% 105.41 % 105.91 % 500,000 500,000 500,000 500,000 527,083 CHF 529,583 CHF 100.00% 100.00%
08/11/2024 0.47% 105.33 % 105.83 % 500,000 500,000 500,000 500,000 526,787 CHF 529,287 CHF 99.82% 99.82%
07/11/2024 0.47% 105.34 % 105.84 % 500,000 500,000 500,000 500,000 526,986 CHF 529,486 CHF 100.00% 100.00%

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