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 0.52% 67.05 % 67.40 % 500,000 500,000 499,885 500,000 336,626 CHF 338,454 CHF 99.17% 99.17%
19/11/2024 0.52% 67.70 % 68.05 % 500,000 500,000 500,000 500,000 336,317 CHF 338,067 CHF 99.17% 99.17%
18/11/2024 0.51% 68.50 % 68.85 % 500,000 500,000 500,000 500,000 342,732 CHF 344,482 CHF 99.21% 99.21%
15/11/2024 0.51% 68.70 % 69.05 % 500,000 500,000 500,000 500,000 344,784 CHF 346,534 CHF 99.17% 99.17%
14/11/2024 0.51% 68.40 % 68.75 % 500,000 500,000 500,000 500,000 339,823 CHF 341,573 CHF 99.16% 99.16%
13/11/2024 0.51% 68.15 % 68.50 % 500,000 500,000 500,000 500,000 341,288 CHF 343,038 CHF 99.17% 99.17%
12/11/2024 0.50% 68.70 % 69.05 % 500,000 500,000 500,000 500,000 345,925 CHF 347,675 CHF 99.17% 99.17%
11/11/2024 0.48% 71.90 % 72.25 % 500,000 500,000 500,000 500,000 360,430 CHF 362,180 CHF 99.17% 99.17%
08/11/2024 0.49% 71.30 % 71.65 % 500,000 500,000 500,000 500,000 358,861 CHF 360,611 CHF 99.17% 99.17%
07/11/2024 0.47% 73.45 % 73.80 % 500,000 500,000 500,000 500,000 368,095 CHF 369,845 CHF 98.43% 98.43%

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