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 1.00% 99.10 % 100.10 % 500,000 500,000 500,000 500,000 495,500 CHF 500,500 CHF 97.94% 97.94%
19/11/2024 1.00% 99.00 % 100.00 % 500,000 500,000 500,000 500,000 495,020 CHF 500,020 CHF 100.00% 100.00%
18/11/2024 0.80% 99.20 % 100.00 % 500,000 500,000 500,000 500,000 495,720 CHF 499,720 CHF 99.12% 99.12%
15/11/2024 0.80% 99.20 % 100.00 % 500,000 500,000 500,000 500,000 495,977 CHF 499,977 CHF 99.38% 99.38%
14/11/2024 1.01% 99.00 % 100.00 % 500,000 500,000 500,000 500,000 494,691 CHF 499,691 CHF 100.00% 100.00%
13/11/2024 1.00% 99.10 % 100.10 % 500,000 500,000 500,000 500,000 495,500 CHF 500,500 CHF 99.26% 99.26%
12/11/2024 0.80% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 495,500 CHF 499,500 CHF 100.00% 100.00%
11/11/2024 0.80% 99.20 % 100.00 % 500,000 500,000 500,000 500,000 496,000 CHF 500,000 CHF 100.00% 100.00%
08/11/2024 1.00% 99.10 % 100.10 % 500,000 500,000 500,000 500,000 495,500 CHF 500,500 CHF 99.93% 99.93%
07/11/2024 1.00% 99.10 % 100.10 % 500,000 500,000 500,000 500,000 495,021 CHF 500,021 CHF 98.59% 98.59%

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