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% 75.90 % 76.30 % 500,000 500,000 500,000 500,000 380,710 CHF 382,710 CHF 99.38% 99.38%
19/11/2024 0.52% 76.00 % 76.40 % 500,000 500,000 500,000 500,000 381,381 CHF 383,381 CHF 99.38% 99.38%
18/11/2024 0.51% 77.85 % 78.25 % 500,000 500,000 500,000 500,000 388,542 CHF 390,542 CHF 98.94% 98.94%
15/11/2024 0.51% 77.15 % 77.55 % 500,000 500,000 500,000 500,000 388,131 CHF 390,131 CHF 99.36% 99.36%
14/11/2024 0.51% 78.30 % 78.70 % 500,000 500,000 500,000 500,000 389,600 CHF 391,600 CHF 99.38% 99.38%
13/11/2024 0.52% 77.20 % 77.60 % 500,000 500,000 500,000 500,000 386,069 CHF 388,069 CHF 65.04% 65.04%
12/11/2024 0.51% 77.45 % 77.85 % 500,000 500,000 500,000 500,000 388,728 CHF 390,728 CHF 99.16% 99.16%
11/11/2024 0.51% 78.60 % 79.00 % 500,000 500,000 500,000 500,000 394,722 CHF 396,722 CHF 99.38% 99.38%
08/11/2024 0.51% 78.65 % 79.05 % 500,000 500,000 500,000 500,000 394,314 CHF 396,314 CHF 99.37% 99.37%
07/11/2024 0.50% 79.20 % 79.60 % 500,000 500,000 500,000 500,000 397,222 CHF 399,222 CHF 98.56% 98.56%

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