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% 95.45 % 95.95 % 500,000 500,000 500,000 500,000 479,015 CHF 481,515 CHF 99.38% 99.38%
19/11/2024 0.52% 95.60 % 96.10 % 500,000 500,000 500,000 500,000 478,170 CHF 480,670 CHF 99.38% 99.38%
18/11/2024 0.52% 96.15 % 96.65 % 500,000 500,000 500,000 500,000 481,046 CHF 483,546 CHF 98.95% 98.95%
15/11/2024 0.52% 96.45 % 96.95 % 500,000 500,000 500,000 500,000 483,476 CHF 485,976 CHF 99.36% 99.36%
14/11/2024 0.51% 97.75 % 98.25 % 500,000 500,000 500,000 500,000 487,931 CHF 490,431 CHF 99.38% 99.38%
13/11/2024 0.51% 97.90 % 98.40 % 500,000 500,000 500,000 500,000 489,648 CHF 492,148 CHF 65.04% 65.04%
12/11/2024 0.51% 97.85 % 98.35 % 500,000 500,000 500,000 500,000 489,687 CHF 492,187 CHF 99.16% 99.16%
11/11/2024 0.51% 98.30 % 98.80 % 500,000 500,000 500,000 500,000 491,470 CHF 493,970 CHF 99.38% 99.38%
08/11/2024 0.51% 97.85 % 98.35 % 500,000 500,000 500,000 500,000 489,816 CHF 492,316 CHF 99.37% 99.37%
07/11/2024 0.51% 98.35 % 98.85 % 500,000 500,000 500,000 500,000 491,249 CHF 493,749 CHF 98.56% 98.56%

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