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
25/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,359 CHF 499,859 CHF 100.00% 100.00%
22/11/2024 0.50% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 496,334 CHF 498,834 CHF 100.00% 100.00%
20/11/2024 0.51% 98.60 % 99.10 % 500,000 500,000 500,000 500,000 493,222 CHF 495,722 CHF 100.00% 100.00%
19/11/2024 0.51% 98.20 % 98.70 % 500,000 500,000 500,000 500,000 490,726 CHF 493,226 CHF 100.00% 100.00%
18/11/2024 0.50% 98.65 % 99.15 % 500,000 500,000 500,000 500,000 494,145 CHF 496,645 CHF 100.00% 100.00%
15/11/2024 0.50% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 494,105 CHF 496,605 CHF 100.00% 100.00%
14/11/2024 0.50% 98.95 % 99.45 % 500,000 500,000 500,000 499,733 494,287 CHF 496,521 CHF 100.00% 100.00%
13/11/2024 0.50% 98.85 % 99.35 % 500,000 500,000 500,000 500,000 493,988 CHF 496,488 CHF 100.00% 100.00%
12/11/2024 0.50% 98.90 % 99.40 % 500,000 500,000 500,000 500,000 494,964 CHF 497,464 CHF 98.78% 98.78%
11/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,307 CHF 497,807 CHF 100.00% 100.00%

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