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
25/11/2024 0.45% 109.67 % 110.17 % 500,000 500,000 500,000 500,000 548,350 CHF 550,850 CHF 100.00% 100.00%
22/11/2024 0.45% 109.67 % 110.17 % 500,000 500,000 500,000 500,000 548,350 CHF 550,850 CHF 100.00% 100.00%
20/11/2024 0.45% 109.65 % 110.15 % 500,000 500,000 500,000 500,000 548,250 CHF 550,750 CHF 100.00% 100.00%
19/11/2024 0.46% 109.58 % 110.08 % 500,000 500,000 500,000 500,000 547,922 CHF 550,422 CHF 89.40% 89.40%
18/11/2024 0.46% 109.61 % 110.11 % 500,000 500,000 500,000 500,000 548,078 CHF 550,578 CHF 99.67% 99.67%
15/11/2024 0.46% 109.57 % 110.07 % 500,000 500,000 500,000 500,000 547,985 CHF 550,485 CHF 100.00% 100.00%
14/11/2024 0.46% 109.60 % 110.10 % 500,000 500,000 500,000 500,000 547,965 CHF 550,465 CHF 100.00% 100.00%
13/11/2024 0.46% 109.56 % 110.06 % 500,000 500,000 500,000 500,000 547,784 CHF 550,284 CHF 100.00% 100.00%
12/11/2024 0.46% 109.57 % 110.07 % 500,000 500,000 500,000 500,000 547,934 CHF 550,434 CHF 98.72% 98.72%
11/11/2024 0.46% 109.60 % 110.10 % 500,000 500,000 500,000 500,000 547,989 CHF 550,489 CHF 100.00% 100.00%

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