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% 79.45 % 79.85 % 500,000 500,000 500,000 500,000 399,910 CHF 401,910 CHF 99.17% 99.17%
19/11/2024 0.50% 79.70 % 80.10 % 500,000 500,000 500,000 500,000 396,419 CHF 398,419 CHF 99.17% 99.17%
18/11/2024 0.51% 79.00 % 79.40 % 500,000 500,000 500,000 500,000 393,986 CHF 395,986 CHF 99.21% 99.21%
15/11/2024 0.50% 78.80 % 79.20 % 500,000 500,000 500,000 500,000 395,956 CHF 397,956 CHF 99.17% 99.17%
14/11/2024 0.51% 79.05 % 79.45 % 500,000 500,000 500,000 500,000 392,551 CHF 394,551 CHF 99.16% 99.16%
13/11/2024 0.51% 77.55 % 77.95 % 500,000 500,000 500,000 500,000 387,445 CHF 389,445 CHF 99.17% 99.17%
12/11/2024 0.50% 78.85 % 79.25 % 500,000 500,000 500,000 500,000 400,936 CHF 402,936 CHF 99.17% 99.17%
11/11/2024 0.48% 82.15 % 82.55 % 500,000 500,000 500,000 500,000 415,552 CHF 417,552 CHF 99.17% 99.17%
08/11/2024 0.48% 82.50 % 82.90 % 500,000 500,000 500,000 500,000 412,888 CHF 414,888 CHF 99.17% 99.17%
07/11/2024 0.48% 82.80 % 83.20 % 500,000 500,000 500,000 500,000 414,286 CHF 416,286 CHF 99.09% 99.09%

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