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 0.80% 99.30 % 100.10 % 500,000 500,000 499,782 500,000 497,657 CHF 501,874 CHF 97.95% 97.95%
19/11/2024 0.80% 99.30 % 100.10 % 500,000 500,000 500,000 500,000 496,140 CHF 500,140 CHF 100.00% 100.00%
18/11/2024 0.80% 99.00 % 99.80 % 500,000 500,000 500,000 500,000 495,016 CHF 499,016 CHF 100.00% 100.00%
15/11/2024 0.81% 98.30 % 99.10 % 500,000 500,000 500,000 500,000 493,483 CHF 497,483 CHF 100.00% 100.00%
14/11/2024 0.81% 99.10 % 99.90 % 500,000 500,000 500,000 499,945 494,876 CHF 498,822 CHF 100.00% 100.00%
13/11/2024 0.81% 98.20 % 99.00 % 500,000 500,000 500,000 500,000 490,799 CHF 494,799 CHF 99.85% 99.85%
12/11/2024 0.81% 98.40 % 99.20 % 500,000 500,000 500,000 500,000 492,831 CHF 496,831 CHF 100.00% 100.00%
11/11/2024 0.80% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 495,584 CHF 499,584 CHF 100.00% 100.00%
08/11/2024 0.81% 98.30 % 99.10 % 500,000 500,000 500,000 500,000 492,266 CHF 496,266 CHF 100.00% 100.00%
07/11/2024 0.81% 98.80 % 99.60 % 500,000 500,000 500,000 500,000 494,822 CHF 498,822 CHF 99.76% 99.76%

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