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 0.79% 100.50 % 101.30 % 500,000 500,000 500,000 500,000 502,667 CHF 506,667 CHF 99.37% 99.37%
19/11/2024 0.80% 100.20 % 101.00 % 500,000 500,000 500,000 500,000 500,901 CHF 504,901 CHF 100.00% 100.00%
18/11/2024 0.80% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 500,690 CHF 504,690 CHF 100.00% 100.00%
15/11/2024 0.80% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 501,076 CHF 505,076 CHF 100.00% 100.00%
14/11/2024 0.80% 100.20 % 101.00 % 500,000 500,000 500,000 500,000 500,905 CHF 504,905 CHF 99.10% 99.10%
13/11/2024 0.79% 100.40 % 101.20 % 500,000 500,000 500,000 500,000 501,381 CHF 505,381 CHF 100.00% 100.00%
12/11/2024 0.79% 100.50 % 101.30 % 500,000 500,000 500,000 500,000 502,493 CHF 506,493 CHF 100.00% 100.00%
11/11/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 498,241 CHF 502,241 CHF 100.00% 100.00%
08/11/2024 0.80% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 496,748 CHF 500,748 CHF 100.00% 100.00%
07/11/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 498,879 CHF 502,879 CHF 99.76% 99.76%

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