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 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,073 CHF 503,573 CHF 99.17% 99.17%
19/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,723 CHF 503,223 CHF 99.17% 99.17%
18/11/2024 0.50% 100.35 % 100.85 % 500,000 500,000 500,000 500,000 501,376 CHF 503,876 CHF 99.22% 99.22%
15/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,173 CHF 503,673 CHF 99.17% 99.17%
14/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 500,714 CHF 503,214 CHF 99.16% 99.16%
13/11/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 499,928 CHF 502,428 CHF 99.17% 99.17%
12/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 500,289 CHF 502,789 CHF 99.17% 99.17%
11/11/2024 0.50% 100.45 % 100.95 % 500,000 500,000 500,000 500,000 502,364 CHF 504,864 CHF 99.17% 99.17%
08/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 501,268 CHF 503,768 CHF 99.17% 99.17%
07/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 500,722 CHF 503,222 CHF 99.08% 99.08%

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