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 0.53% 65.80 % 66.15 % 500,000 500,000 500,000 500,000 332,088 CHF 333,838 CHF 99.38% 99.38%
19/11/2024 0.53% 66.25 % 66.60 % 500,000 500,000 500,000 500,000 331,889 CHF 333,639 CHF 99.38% 99.38%
18/11/2024 0.52% 67.10 % 67.45 % 500,000 500,000 500,000 500,000 335,737 CHF 337,487 CHF 99.37% 99.37%
15/11/2024 0.53% 66.60 % 66.95 % 500,000 500,000 500,000 500,000 329,089 CHF 330,831 CHF 99.38% 99.38%
14/11/2024 0.53% 65.60 % 65.95 % 500,000 500,000 500,000 500,000 327,846 CHF 329,592 CHF 99.37% 99.37%
13/11/2024 0.52% 65.55 % 65.90 % 500,000 500,000 500,000 500,000 324,701 CHF 326,388 CHF 99.38% 99.38%
12/11/2024 0.47% 64.60 % 64.90 % 500,000 500,000 500,000 500,000 322,330 CHF 323,835 CHF 99.38% 99.38%
11/11/2024 0.48% 65.10 % 65.45 % 500,000 500,000 500,000 500,000 322,572 CHF 324,111 CHF 99.37% 99.37%
08/11/2024 0.47% 64.15 % 64.45 % 500,000 500,000 500,000 500,000 317,907 CHF 319,407 CHF 99.36% 99.36%
07/11/2024 0.47% 63.00 % 63.30 % 500,000 500,000 500,000 500,000 317,937 CHF 319,437 CHF 98.80% 98.80%

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