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
25/11/2024 0.48% 102.60 % 103.10 % 500,000 500,000 500,000 500,000 515,077 CHF 517,577 CHF 100.00% 100.00%
22/11/2024 0.48% 103.23 % 103.73 % 500,000 500,000 500,000 500,000 516,054 CHF 518,554 CHF 100.00% 100.00%
20/11/2024 0.49% 101.46 % 101.96 % 500,000 500,000 500,000 500,000 506,876 CHF 509,376 CHF 100.00% 100.00%
19/11/2024 0.50% 100.48 % 100.98 % 500,000 500,000 500,000 500,000 499,337 CHF 501,837 CHF 89.37% 89.37%
18/11/2024 0.50% 100.53 % 101.03 % 500,000 500,000 500,000 500,000 502,100 CHF 504,600 CHF 99.53% 99.53%
15/11/2024 0.49% 101.39 % 101.89 % 500,000 500,000 500,000 500,000 509,851 CHF 512,351 CHF 50.69% 50.69%
14/11/2024 0.49% 102.48 % 102.98 % 500,000 500,000 500,000 500,000 510,872 CHF 513,372 CHF 100.00% 100.00%
13/11/2024 0.48% 103.25 % 103.75 % 500,000 500,000 500,000 500,000 517,062 CHF 519,562 CHF 100.00% 100.00%
12/11/2024 0.48% 103.79 % 104.29 % 500,000 500,000 500,000 500,000 519,728 CHF 522,228 CHF 98.73% 98.73%
11/11/2024 0.47% 105.41 % 105.91 % 500,000 500,000 500,000 500,000 525,671 CHF 528,171 CHF 27.87% 27.87%

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