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% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 496,792 CHF 500,792 CHF 99.37% 99.37%
19/11/2024 0.80% 99.00 % 99.80 % 500,000 500,000 500,000 500,000 495,072 CHF 499,072 CHF 100.00% 100.00%
18/11/2024 0.81% 99.00 % 99.80 % 500,000 500,000 500,000 500,000 494,300 CHF 498,300 CHF 100.00% 100.00%
15/11/2024 1.01% 98.50 % 99.50 % 500,000 500,000 500,000 500,000 493,229 CHF 498,229 CHF 100.00% 100.00%
14/11/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 496,400 CHF 500,400 CHF 99.10% 99.10%
13/11/2024 0.81% 98.50 % 99.30 % 500,000 500,000 500,000 500,000 492,432 CHF 496,432 CHF 99.27% 99.27%
12/11/2024 0.81% 98.50 % 99.30 % 500,000 500,000 500,000 500,000 493,041 CHF 497,041 CHF 100.00% 100.00%
11/11/2024 0.80% 99.40 % 100.20 % 500,000 500,000 500,000 500,000 497,398 CHF 501,398 CHF 100.00% 100.00%
08/11/2024 0.80% 99.00 % 99.80 % 500,000 500,000 500,000 500,000 495,480 CHF 499,480 CHF 100.00% 100.00%
07/11/2024 0.80% 99.30 % 100.10 % 500,000 500,000 500,000 500,000 497,184 CHF 501,184 CHF 99.23% 99.23%

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