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 0.88% 90.20 % 91.00 % 500,000 500,000 499,666 500,000 450,889 CHF 455,191 CHF 97.95% 97.95%
19/11/2024 0.89% 89.70 % 90.50 % 500,000 500,000 500,000 500,000 447,710 CHF 451,710 CHF 100.00% 100.00%
18/11/2024 0.88% 90.90 % 91.70 % 500,000 500,000 500,000 500,000 453,277 CHF 457,277 CHF 100.00% 100.00%
15/11/2024 0.87% 90.80 % 91.60 % 500,000 500,000 500,000 500,000 457,343 CHF 461,343 CHF 100.00% 100.00%
14/11/2024 0.87% 92.10 % 92.90 % 500,000 500,000 500,000 500,000 459,115 CHF 463,115 CHF 100.00% 100.00%
13/11/2024 0.86% 92.50 % 93.30 % 500,000 500,000 500,000 500,000 463,565 CHF 467,565 CHF 100.00% 100.00%
12/11/2024 0.86% 92.70 % 93.50 % 500,000 500,000 500,000 500,000 465,461 CHF 469,461 CHF 100.00% 100.00%
11/11/2024 0.84% 94.50 % 95.30 % 500,000 500,000 500,000 500,000 474,917 CHF 478,917 CHF 100.00% 100.00%
08/11/2024 0.85% 93.60 % 94.40 % 500,000 500,000 500,000 500,000 470,646 CHF 474,646 CHF 100.00% 100.00%
07/11/2024 0.84% 94.30 % 95.10 % 500,000 500,000 500,000 500,000 473,947 CHF 477,947 CHF 99.76% 99.76%

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