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% 98.90 % 99.40 % 500,000 500,000 500,000 500,000 495,040 CHF 497,540 CHF 100.00% 100.00%
19/11/2024 0.50% 98.95 % 99.45 % 500,000 500,000 500,000 500,000 494,089 CHF 496,589 CHF 100.00% 100.00%
18/11/2024 0.50% 99.00 % 99.50 % 500,000 500,000 500,000 500,000 496,227 CHF 498,727 CHF 100.00% 100.00%
15/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,943 CHF 500,443 CHF 100.00% 100.00%
14/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 496,625 CHF 499,125 CHF 100.00% 100.00%
13/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 496,098 CHF 498,598 CHF 100.00% 100.00%
12/11/2024 0.50% 99.15 % 99.65 % 500,000 500,000 500,000 500,000 496,325 CHF 498,825 CHF 99.80% 99.80%
11/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 498,170 CHF 500,670 CHF 100.00% 100.00%
08/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 498,169 CHF 500,669 CHF 97.49% 97.49%
07/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 500,097 CHF 502,597 CHF 99.91% 99.91%

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