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% 97.75 % 98.25 % 500,000 500,000 500,000 500,000 490,365 CHF 492,865 CHF 99.38% 99.38%
19/11/2024 0.52% 96.65 % 97.15 % 500,000 500,000 500,000 500,000 483,410 CHF 485,910 CHF 99.37% 99.37%
18/11/2024 0.51% 96.90 % 97.40 % 500,000 500,000 500,000 500,000 487,023 CHF 489,523 CHF 98.94% 98.94%
15/11/2024 0.51% 97.95 % 98.45 % 500,000 500,000 500,000 500,000 487,605 CHF 490,105 CHF 99.36% 99.36%
14/11/2024 0.51% 97.10 % 97.60 % 500,000 500,000 500,000 500,000 484,480 CHF 486,980 CHF 99.38% 99.38%
13/11/2024 0.52% 95.25 % 95.75 % 500,000 500,000 500,000 500,000 475,898 CHF 478,398 CHF 65.04% 65.04%
12/11/2024 0.52% 95.30 % 95.80 % 500,000 500,000 500,000 500,000 481,610 CHF 484,110 CHF 99.16% 99.16%
11/11/2024 0.52% 97.05 % 97.55 % 500,000 500,000 500,000 500,000 483,906 CHF 486,406 CHF 99.37% 99.37%
08/11/2024 0.52% 96.05 % 96.55 % 500,000 500,000 500,000 500,000 480,868 CHF 483,368 CHF 99.37% 99.37%
07/11/2024 0.52% 96.65 % 97.15 % 500,000 500,000 500,000 500,000 483,548 CHF 486,048 CHF 98.56% 98.56%

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