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 0.52% 76.45 % 76.85 % 500,000 500,000 500,000 500,000 381,028 CHF 383,028 CHF 99.38% 99.38%
19/11/2024 0.53% 75.80 % 76.20 % 500,000 500,000 500,000 500,000 377,452 CHF 379,452 CHF 99.37% 99.37%
18/11/2024 0.53% 76.10 % 76.50 % 500,000 500,000 500,000 500,000 379,398 CHF 381,398 CHF 98.94% 98.94%
15/11/2024 0.51% 76.55 % 76.95 % 500,000 500,000 500,000 500,000 387,688 CHF 389,688 CHF 99.36% 99.36%
14/11/2024 0.51% 77.80 % 78.20 % 500,000 500,000 500,000 500,000 387,826 CHF 389,826 CHF 99.38% 99.38%
13/11/2024 0.50% 78.80 % 79.20 % 500,000 500,000 500,000 500,000 395,695 CHF 397,695 CHF 65.05% 65.05%
12/11/2024 0.50% 80.05 % 80.45 % 500,000 500,000 500,000 500,000 401,791 CHF 403,791 CHF 99.16% 99.16%
11/11/2024 0.49% 81.30 % 81.70 % 500,000 500,000 500,000 500,000 409,246 CHF 411,246 CHF 99.37% 99.37%
08/11/2024 0.48% 81.70 % 82.10 % 500,000 500,000 500,000 500,000 412,729 CHF 414,729 CHF 99.37% 99.37%
07/11/2024 0.50% 84.05 % 84.45 % 500,000 500,000 500,000 500,000 426,208 CHF 428,352 CHF 98.56% 98.56%

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