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 0.79% 100.30 % 101.10 % 500,000 500,000 500,000 500,000 501,889 CHF 505,889 CHF 97.95% 97.95%
19/11/2024 0.79% 100.50 % 101.30 % 500,000 500,000 500,000 500,000 502,073 CHF 506,073 CHF 100.00% 100.00%
18/11/2024 0.79% 100.50 % 101.30 % 500,000 500,000 500,000 500,000 502,080 CHF 506,080 CHF 100.00% 100.00%
15/11/2024 0.79% 100.30 % 101.10 % 500,000 500,000 500,000 500,000 501,456 CHF 505,456 CHF 100.00% 100.00%
14/11/2024 0.79% 100.60 % 101.40 % 500,000 500,000 500,000 500,000 501,960 CHF 505,960 CHF 100.00% 100.00%
13/11/2024 0.80% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 499,793 CHF 503,793 CHF 100.00% 100.00%
12/11/2024 0.80% 99.90 % 100.70 % 500,000 500,000 500,000 500,000 500,543 CHF 504,543 CHF 100.00% 100.00%
11/11/2024 0.79% 100.30 % 101.10 % 500,000 500,000 500,000 500,000 502,075 CHF 506,075 CHF 100.00% 100.00%
08/11/2024 0.79% 100.30 % 101.10 % 500,000 500,000 500,000 500,000 502,010 CHF 506,010 CHF 100.00% 100.00%
07/11/2024 0.79% 100.50 % 101.30 % 500,000 500,000 500,000 500,000 502,886 CHF 506,886 CHF 99.24% 99.24%

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