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% 78.65 % 79.05 % 500,000 500,000 500,000 500,000 395,936 CHF 397,936 CHF 99.17% 99.17%
19/11/2024 0.51% 78.95 % 79.35 % 500,000 500,000 500,000 500,000 392,548 CHF 394,548 CHF 99.17% 99.17%
18/11/2024 0.51% 78.25 % 78.65 % 500,000 500,000 500,000 500,000 390,219 CHF 392,219 CHF 99.22% 99.22%
15/11/2024 0.51% 78.00 % 78.40 % 500,000 500,000 500,000 500,000 392,023 CHF 394,023 CHF 99.17% 99.17%
14/11/2024 0.51% 78.30 % 78.70 % 500,000 500,000 500,000 500,000 388,683 CHF 390,683 CHF 99.16% 99.16%
13/11/2024 0.52% 76.80 % 77.20 % 500,000 500,000 500,000 500,000 383,716 CHF 385,716 CHF 99.17% 99.17%
12/11/2024 0.50% 78.05 % 78.45 % 500,000 500,000 500,000 500,000 396,879 CHF 398,879 CHF 99.17% 99.17%
11/11/2024 0.49% 81.25 % 81.65 % 500,000 500,000 500,000 500,000 410,740 CHF 412,740 CHF 99.17% 99.17%
08/11/2024 0.49% 81.55 % 81.95 % 500,000 500,000 500,000 500,000 408,248 CHF 410,248 CHF 99.17% 99.17%
07/11/2024 0.49% 81.90 % 82.30 % 500,000 500,000 500,000 500,000 409,566 CHF 411,566 CHF 99.08% 99.08%

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