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 0.57% 87.01 % 87.51 % 500,000 500,000 500,000 500,000 438,382 CHF 440,882 CHF 100.00% 100.00%
19/11/2024 0.57% 87.28 % 87.78 % 500,000 500,000 500,000 500,000 436,844 CHF 439,344 CHF 89.36% 89.36%
18/11/2024 0.56% 88.44 % 88.94 % 500,000 500,000 500,000 500,000 445,174 CHF 447,674 CHF 99.67% 99.67%
15/11/2024 0.56% 88.67 % 89.17 % 500,000 500,000 500,000 500,000 448,608 CHF 451,108 CHF 100.00% 100.00%
14/11/2024 0.55% 90.92 % 91.42 % 500,000 500,000 500,000 500,000 454,446 CHF 456,946 CHF 100.00% 100.00%
13/11/2024 0.55% 90.09 % 90.59 % 500,000 500,000 500,000 500,000 451,840 CHF 454,340 CHF 100.00% 100.00%
12/11/2024 0.55% 90.19 % 90.69 % 500,000 500,000 500,000 500,000 453,396 CHF 455,896 CHF 98.75% 98.75%
11/11/2024 0.55% 91.20 % 91.70 % 500,000 500,000 500,000 500,000 456,669 CHF 459,169 CHF 100.00% 100.00%
08/11/2024 0.55% 90.90 % 91.40 % 500,000 500,000 500,000 500,000 455,388 CHF 457,888 CHF 99.84% 99.84%
07/11/2024 0.55% 91.17 % 91.67 % 500,000 500,000 500,000 500,000 455,739 CHF 458,239 CHF 100.00% 100.00%

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