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% 96.15 % 96.65 % 500,000 500,000 500,000 500,000 479,309 CHF 481,809 CHF 99.17% 99.17%
19/11/2024 0.52% 95.60 % 96.10 % 500,000 500,000 500,000 500,000 480,826 CHF 483,326 CHF 99.17% 99.17%
18/11/2024 0.51% 97.25 % 97.75 % 500,000 500,000 500,000 500,000 484,704 CHF 487,204 CHF 99.21% 99.21%
15/11/2024 0.51% 98.45 % 98.95 % 500,000 500,000 500,000 500,000 488,744 CHF 491,244 CHF 99.17% 99.17%
14/11/2024 0.52% 96.60 % 97.10 % 500,000 500,000 500,000 500,000 479,900 CHF 482,400 CHF 99.14% 99.14%
13/11/2024 0.52% 96.10 % 96.60 % 500,000 500,000 500,000 500,000 479,787 CHF 482,287 CHF 99.17% 99.17%
12/11/2024 0.52% 95.00 % 95.50 % 500,000 500,000 500,000 500,000 481,252 CHF 483,752 CHF 99.17% 99.17%
11/11/2024 0.51% 98.00 % 98.50 % 500,000 500,000 500,000 500,000 487,913 CHF 490,413 CHF 99.17% 99.17%
08/11/2024 0.51% 96.90 % 97.40 % 500,000 500,000 500,000 500,000 484,947 CHF 487,447 CHF 99.17% 99.17%
07/11/2024 0.51% 98.05 % 98.55 % 500,000 500,000 500,000 500,000 491,695 CHF 494,195 CHF 99.07% 99.07%

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