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 0.53% 93.81 % 94.31 % 500,000 500,000 500,000 500,000 472,251 CHF 474,751 CHF 100.00% 100.00%
19/11/2024 0.53% 93.45 % 93.95 % 500,000 500,000 500,000 500,000 468,138 CHF 470,638 CHF 89.40% 89.40%
18/11/2024 0.52% 96.18 % 96.68 % 500,000 500,000 500,000 500,000 480,565 CHF 483,065 CHF 99.67% 99.67%
15/11/2024 0.52% 95.78 % 96.28 % 500,000 500,000 500,000 500,000 484,128 CHF 486,628 CHF 100.00% 100.00%
14/11/2024 0.51% 97.96 % 98.46 % 500,000 500,000 500,000 500,000 488,691 CHF 491,191 CHF 100.00% 100.00%
13/11/2024 0.51% 97.39 % 97.89 % 500,000 500,000 500,000 500,000 487,828 CHF 490,328 CHF 100.00% 100.00%
12/11/2024 0.51% 97.82 % 98.32 % 500,000 500,000 500,000 500,000 491,590 CHF 494,090 CHF 98.72% 98.72%
11/11/2024 0.50% 99.46 % 99.96 % 500,000 500,000 500,000 500,000 499,250 CHF 501,750 CHF 100.00% 100.00%
08/11/2024 0.50% 99.58 % 100.08 % 500,000 500,000 500,000 500,000 499,984 CHF 502,484 CHF 99.83% 99.83%
07/11/2024 0.50% 100.33 % 100.83 % 500,000 500,000 500,000 500,000 502,930 CHF 505,430 CHF 100.00% 100.00%

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