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 0.49% 91.55 % 92.00 % 500,000 500,000 500,000 500,000 457,946 CHF 460,196 CHF 99.17% 99.17%
19/11/2024 0.50% 90.90 % 91.35 % 500,000 500,000 500,000 500,000 451,536 CHF 453,786 CHF 99.17% 99.17%
18/11/2024 0.50% 90.40 % 90.85 % 500,000 500,000 500,000 500,000 451,820 CHF 454,070 CHF 99.21% 99.21%
15/11/2024 0.48% 90.45 % 90.90 % 500,000 500,000 500,000 500,000 465,863 CHF 468,113 CHF 99.17% 99.17%
14/11/2024 0.52% 96.50 % 97.00 % 500,000 500,000 500,000 500,000 481,882 CHF 484,382 CHF 99.16% 99.16%
13/11/2024 0.52% 96.45 % 96.95 % 500,000 500,000 500,000 500,000 479,771 CHF 482,271 CHF 99.17% 99.17%
12/11/2024 0.52% 96.70 % 97.20 % 500,000 500,000 500,000 500,000 482,975 CHF 485,475 CHF 99.17% 99.17%
11/11/2024 0.52% 96.15 % 96.65 % 500,000 500,000 500,000 500,000 481,570 CHF 484,070 CHF 99.17% 99.17%
08/11/2024 0.52% 95.65 % 96.15 % 500,000 500,000 500,000 500,000 476,900 CHF 479,400 CHF 99.17% 99.17%
07/11/2024 0.50% 95.45 % 95.95 % 500,000 500,000 500,000 500,000 474,692 CHF 477,086 CHF 98.43% 98.43%

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