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 0.51% 96.77 % 97.27 % 500,000 500,000 500,000 500,000 485,731 CHF 488,231 CHF 100.00% 100.00%
19/11/2024 0.51% 97.54 % 98.04 % 500,000 500,000 500,000 500,000 488,559 CHF 491,059 CHF 89.36% 89.36%
18/11/2024 0.51% 98.24 % 98.74 % 500,000 500,000 500,000 500,000 491,912 CHF 494,412 CHF 99.67% 99.67%
15/11/2024 0.51% 98.40 % 98.90 % 500,000 500,000 500,000 500,000 491,879 CHF 494,379 CHF 100.00% 100.00%
14/11/2024 0.51% 97.91 % 98.41 % 500,000 500,000 500,000 499,922 489,849 CHF 492,272 CHF 100.00% 100.00%
13/11/2024 0.51% 98.01 % 98.51 % 500,000 500,000 500,000 500,000 490,826 CHF 493,326 CHF 23.85% 23.85%
12/11/2024 0.52% 95.18 % 95.68 % 500,000 500,000 500,000 500,000 478,489 CHF 480,989 CHF 98.72% 98.72%
11/11/2024 0.52% 96.01 % 96.51 % 500,000 500,000 500,000 500,000 481,312 CHF 483,812 CHF 100.00% 100.00%
08/11/2024 0.52% 95.08 % 95.58 % 500,000 500,000 500,000 500,000 475,727 CHF 478,227 CHF 99.83% 99.83%
07/11/2024 0.53% 95.19 % 95.69 % 500,000 500,000 500,000 500,000 474,900 CHF 477,400 CHF 99.00% 99.00%

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