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 0.52% 95.70 % 96.20 % 500,000 500,000 500,000 500,000 480,441 CHF 482,941 CHF 99.17% 99.17%
19/11/2024 0.52% 96.65 % 97.15 % 500,000 500,000 500,000 500,000 482,929 CHF 485,429 CHF 99.17% 99.17%
18/11/2024 0.52% 96.65 % 97.15 % 500,000 500,000 500,000 500,000 481,279 CHF 483,779 CHF 99.20% 99.20%
15/11/2024 0.52% 95.90 % 96.40 % 500,000 500,000 500,000 500,000 477,356 CHF 479,856 CHF 99.17% 99.17%
14/11/2024 0.52% 95.80 % 96.30 % 500,000 500,000 500,000 500,000 478,634 CHF 481,134 CHF 99.16% 99.16%
13/11/2024 0.48% 93.50 % 93.95 % 500,000 500,000 500,000 500,000 469,619 CHF 471,869 CHF 99.17% 99.17%
12/11/2024 0.48% 94.20 % 94.65 % 500,000 500,000 500,000 500,000 472,150 CHF 474,428 CHF 99.17% 99.17%
11/11/2024 0.51% 95.95 % 96.45 % 500,000 500,000 500,000 500,000 485,962 CHF 488,462 CHF 99.17% 99.17%
08/11/2024 0.51% 97.95 % 98.45 % 500,000 500,000 500,000 500,000 490,087 CHF 492,587 CHF 99.17% 99.17%
07/11/2024 0.51% 97.60 % 98.10 % 500,000 500,000 500,000 500,000 488,474 CHF 490,974 CHF 99.08% 99.08%

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