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 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 499,133 CHF 503,133 CHF 97.95% 97.95%
19/11/2024 0.81% 98.80 % 99.60 % 500,000 500,000 500,000 500,000 494,368 CHF 498,368 CHF 100.00% 100.00%
18/11/2024 0.80% 99.40 % 100.20 % 500,000 500,000 500,000 500,000 496,881 CHF 500,881 CHF 100.00% 100.00%
15/11/2024 0.80% 99.30 % 100.10 % 500,000 500,000 500,000 500,000 496,946 CHF 500,946 CHF 100.00% 100.00%
14/11/2024 0.80% 99.50 % 100.30 % 500,000 500,000 500,000 500,000 497,237 CHF 501,237 CHF 100.00% 100.00%
13/11/2024 0.80% 99.40 % 100.20 % 500,000 500,000 500,000 500,000 497,410 CHF 501,410 CHF 100.00% 100.00%
12/11/2024 1.07% 99.10 % 99.90 % 500,000 500,000 335,747 335,747 332,703 CHF 336,045 CHF 100.00% 100.00%
11/11/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 498,011 CHF 502,011 CHF 100.00% 100.00%
08/11/2024 0.80% 99.40 % 100.20 % 500,000 500,000 500,000 500,000 496,881 CHF 500,881 CHF 100.00% 100.00%
07/11/2024 0.80% 99.40 % 100.20 % 500,000 500,000 500,000 500,000 496,896 CHF 500,896 CHF 99.76% 99.76%

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