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 0.47% 106.91 % 107.41 % 500,000 500,000 500,000 500,000 535,729 CHF 538,229 CHF 100.00% 100.00%
19/11/2024 0.47% 105.42 % 105.92 % 500,000 500,000 500,000 500,000 526,537 CHF 529,037 CHF 89.38% 89.38%
18/11/2024 0.47% 105.54 % 106.04 % 500,000 500,000 500,000 500,000 526,403 CHF 528,903 CHF 99.66% 99.66%
15/11/2024 0.47% 104.88 % 105.38 % 500,000 500,000 500,000 500,000 526,230 CHF 528,730 CHF 100.00% 100.00%
14/11/2024 0.47% 105.83 % 106.33 % 500,000 500,000 500,000 500,000 529,207 CHF 531,707 CHF 100.00% 100.00%
13/11/2024 0.47% 105.59 % 106.09 % 500,000 500,000 500,000 500,000 527,024 CHF 529,524 CHF 100.00% 100.00%
12/11/2024 0.47% 105.43 % 105.93 % 500,000 500,000 500,000 500,000 529,095 CHF 531,595 CHF 59.98% 59.98%
11/11/2024 0.48% 104.76 % 105.26 % 500,000 500,000 500,000 500,000 524,089 CHF 526,589 CHF 100.00% 100.00%
08/11/2024 0.48% 103.33 % 103.83 % 500,000 500,000 500,000 500,000 519,713 CHF 522,213 CHF 99.83% 99.83%
07/11/2024 0.48% 104.29 % 104.79 % 500,000 500,000 500,000 500,000 523,159 CHF 525,659 CHF 100.00% 100.00%

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