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 0.20% 100.10 % 100.30 % 500,000 100,000 500,000 100,000 500,500 CHF 100,300 CHF 100.00% 100.00%
22/11/2024 0.20% 100.10 % 100.30 % 500,000 100,000 499,814 99,963 500,314 CHF 100,263 CHF 100.00% 100.00%
20/11/2024 0.20% 100.10 % 100.30 % 500,000 500,000 500,000 500,000 500,500 CHF 501,500 CHF 100.00% 100.00%
19/11/2024 0.20% 100.10 % 100.30 % 500,000 500,000 500,000 500,000 500,500 CHF 501,500 CHF 100.00% 100.00%
18/11/2024 0.20% 100.10 % 100.30 % 500,000 500,000 500,000 500,000 500,500 CHF 501,500 CHF 100.00% 100.00%
15/11/2024 0.20% 100.10 % 100.30 % 500,000 500,000 500,000 500,000 500,500 CHF 501,500 CHF 100.00% 100.00%
14/11/2024 0.20% 100.10 % 100.30 % 500,000 500,000 499,500 499,500 499,999 CHF 500,999 CHF 100.00% 100.00%
13/11/2024 0.20% 100.20 % 100.40 % 500,000 500,000 500,000 500,000 500,553 CHF 501,553 CHF 100.00% 100.00%
12/11/2024 0.20% 100.10 % 100.30 % 500,000 500,000 500,000 500,000 500,500 CHF 501,500 CHF 100.00% 100.00%
11/11/2024 0.20% 100.20 % 100.40 % 500,000 500,000 500,000 500,000 500,993 CHF 501,993 CHF 100.00% 100.00%

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