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% 96.31 % 96.81 % 500,000 500,000 500,000 500,000 485,576 CHF 488,076 CHF 100.00% 100.00%
19/11/2024 0.51% 97.22 % 97.72 % 500,000 500,000 500,000 500,000 485,218 CHF 487,718 CHF 89.37% 89.37%
18/11/2024 0.51% 97.77 % 98.27 % 500,000 500,000 500,000 500,000 486,900 CHF 489,400 CHF 99.68% 99.68%
15/11/2024 0.50% 98.28 % 98.78 % 500,000 500,000 500,000 500,000 495,656 CHF 498,156 CHF 100.00% 100.00%
14/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,661 CHF 503,161 CHF 100.00% 100.00%
13/11/2024 0.50% 99.18 % 99.68 % 500,000 500,000 500,000 500,000 496,572 CHF 499,072 CHF 100.00% 100.00%
12/11/2024 0.50% 99.89 % 100.39 % 500,000 500,000 500,000 500,000 501,901 CHF 504,401 CHF 98.74% 98.74%
11/11/2024 0.49% 100.69 % 101.19 % 500,000 500,000 500,000 500,000 504,282 CHF 506,782 CHF 100.00% 100.00%
08/11/2024 0.50% 100.31 % 100.81 % 500,000 500,000 500,000 500,000 500,608 CHF 503,108 CHF 99.83% 99.83%
07/11/2024 0.50% 100.28 % 100.78 % 500,000 500,000 500,000 500,000 501,281 CHF 503,781 CHF 100.00% 100.00%

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