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% 69.40 % 69.75 % 500,000 500,000 500,000 500,000 347,740 CHF 349,490 CHF 99.38% 99.38%
19/11/2024 0.50% 70.25 % 70.60 % 500,000 500,000 500,000 500,000 351,330 CHF 353,080 CHF 99.38% 99.38%
18/11/2024 0.48% 71.85 % 72.20 % 500,000 500,000 500,000 500,000 360,992 CHF 362,742 CHF 99.37% 99.37%
15/11/2024 0.49% 72.05 % 72.40 % 500,000 500,000 500,000 500,000 358,350 CHF 360,100 CHF 99.38% 99.38%
14/11/2024 0.50% 70.90 % 71.25 % 500,000 500,000 500,000 500,000 350,509 CHF 352,259 CHF 99.37% 99.37%
13/11/2024 0.51% 69.20 % 69.55 % 500,000 500,000 500,000 500,000 343,944 CHF 345,694 CHF 99.38% 99.38%
12/11/2024 0.51% 68.10 % 68.45 % 500,000 500,000 500,000 500,000 343,501 CHF 345,251 CHF 99.38% 99.38%
11/11/2024 0.49% 70.75 % 71.10 % 500,000 500,000 500,000 500,000 353,408 CHF 355,158 CHF 99.38% 99.38%
08/11/2024 0.49% 69.85 % 70.20 % 500,000 500,000 500,000 500,000 356,141 CHF 357,891 CHF 99.36% 99.36%
07/11/2024 0.52% 75.90 % 76.30 % 500,000 500,000 500,000 500,000 378,336 CHF 380,309 CHF 98.80% 98.80%

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