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% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 502,232 CHF 504,732 CHF 100.00% 100.00%
19/11/2024 0.50% 100.35 % 100.85 % 500,000 500,000 500,000 500,000 501,627 CHF 504,127 CHF 100.00% 100.00%
18/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 501,976 CHF 504,476 CHF 100.00% 100.00%
15/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 502,162 CHF 504,662 CHF 100.00% 100.00%
14/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,430 CHF 504,930 CHF 100.00% 100.00%
13/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,447 CHF 504,947 CHF 100.00% 100.00%
12/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,751 CHF 505,251 CHF 85.32% 85.32%
11/11/2024 0.50% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 503,004 CHF 505,504 CHF 100.00% 100.00%
08/11/2024 0.50% 100.55 % 101.05 % 500,000 500,000 500,000 500,000 502,578 CHF 505,078 CHF 73.39% 73.39%
07/11/2024 0.50% 100.55 % 101.05 % 500,000 500,000 500,000 500,000 502,865 CHF 505,365 CHF 99.91% 99.91%

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