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 0.51% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 492,966 CHF 495,466 CHF 100.00% 100.00%
19/11/2024 0.51% 98.40 % 98.90 % 500,000 500,000 500,000 500,000 492,019 CHF 494,519 CHF 100.00% 100.00%
18/11/2024 0.51% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 493,439 CHF 495,939 CHF 100.00% 100.00%
15/11/2024 0.51% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 492,812 CHF 495,312 CHF 100.00% 100.00%
14/11/2024 0.51% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 493,680 CHF 496,180 CHF 100.00% 100.00%
13/11/2024 0.51% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 493,426 CHF 495,926 CHF 100.00% 100.00%
12/11/2024 0.50% 98.70 % 99.20 % 500,000 500,000 500,000 500,000 494,616 CHF 497,116 CHF 97.91% 97.91%
11/11/2024 0.50% 98.95 % 99.45 % 500,000 500,000 499,986 499,907 494,423 CHF 496,844 CHF 100.00% 100.00%
08/11/2024 0.50% 98.75 % 99.25 % 500,000 500,000 500,000 500,000 494,788 CHF 497,288 CHF 97.26% 97.26%
07/11/2024 0.51% 98.75 % 99.25 % 500,000 500,000 500,000 500,000 493,774 CHF 496,274 CHF 40.72% 40.72%

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