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% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,883 CHF 500,383 CHF 99.38% 99.38%
19/11/2024 0.50% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 496,454 CHF 498,954 CHF 99.38% 99.38%
18/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,511 CHF 500,011 CHF 99.38% 99.38%
15/11/2024 0.50% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 496,515 CHF 499,015 CHF 99.38% 99.38%
14/11/2024 0.50% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 495,961 CHF 498,461 CHF 99.38% 99.38%
13/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,533 CHF 498,033 CHF 99.38% 99.38%
12/11/2024 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 497,189 CHF 499,689 CHF 99.38% 99.38%
11/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 500,060 CHF 502,560 CHF 99.37% 99.37%
08/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 499,737 CHF 502,237 CHF 99.35% 99.35%
07/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 499,240 CHF 501,740 CHF 98.80% 98.80%

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