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% 58.25 % 58.55 % 500,000 500,000 500,000 500,000 295,001 CHF 296,501 CHF 99.17% 99.17%
19/11/2024 0.50% 59.45 % 59.75 % 500,000 500,000 500,000 500,000 299,534 CHF 301,034 CHF 99.17% 99.17%
18/11/2024 0.50% 60.70 % 61.00 % 500,000 500,000 500,000 499,888 309,031 CHF 310,504 CHF 99.19% 99.19%
15/11/2024 0.49% 72.45 % 72.80 % 500,000 500,000 500,000 500,000 406,734 CHF 408,726 CHF 99.17% 99.17%
14/11/2024 0.50% 84.55 % 84.95 % 500,000 500,000 500,000 500,000 408,379 CHF 410,412 CHF 99.14% 99.14%
13/11/2024 0.50% 80.85 % 81.25 % 500,000 500,000 500,000 500,000 435,208 CHF 437,385 CHF 99.17% 99.17%
12/11/2024 0.48% 92.65 % 93.10 % 500,000 500,000 500,000 500,000 466,243 CHF 468,493 CHF 99.17% 99.17%
11/11/2024 0.49% 95.55 % 96.05 % 500,000 500,000 500,000 500,000 472,873 CHF 475,188 CHF 99.17% 99.17%
08/11/2024 0.48% 94.55 % 95.00 % 500,000 500,000 499,882 500,000 470,110 CHF 472,490 CHF 99.17% 99.17%
07/11/2024 0.50% 94.40 % 94.85 % 500,000 500,000 500,000 500,000 473,489 CHF 475,875 CHF 98.41% 98.41%

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