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 0.91% 87.30 % 88.10 % 500,000 500,000 500,000 500,000 439,530 CHF 443,530 CHF 97.95% 97.95%
19/11/2024 0.91% 88.20 % 89.00 % 500,000 500,000 500,000 500,000 439,105 CHF 443,105 CHF 100.00% 100.00%
18/11/2024 0.89% 89.20 % 90.00 % 500,000 500,000 500,000 500,000 446,055 CHF 450,055 CHF 100.00% 100.00%
15/11/2024 0.89% 89.10 % 89.90 % 500,000 500,000 500,000 500,000 446,369 CHF 450,369 CHF 100.00% 100.00%
14/11/2024 0.90% 88.80 % 89.60 % 500,000 500,000 500,000 500,000 443,022 CHF 447,022 CHF 100.00% 100.00%
13/11/2024 0.90% 88.90 % 89.70 % 500,000 500,000 500,000 500,000 444,774 CHF 448,774 CHF 100.00% 100.00%
12/11/2024 0.89% 89.10 % 89.90 % 500,000 500,000 500,000 500,000 447,817 CHF 451,817 CHF 100.00% 100.00%
11/11/2024 0.86% 92.00 % 92.80 % 500,000 500,000 500,000 500,000 460,823 CHF 464,823 CHF 100.00% 100.00%
08/11/2024 0.87% 91.60 % 92.40 % 500,000 500,000 500,000 500,000 459,938 CHF 463,938 CHF 100.00% 100.00%
07/11/2024 0.85% 93.20 % 94.00 % 500,000 500,000 500,000 500,000 466,041 CHF 470,041 CHF 99.04% 99.04%

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