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 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,138 CHF 502,638 CHF 99.17% 99.17%
22/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,184 CHF 502,684 CHF 99.17% 99.17%
20/11/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,288 CHF 502,788 CHF 99.17% 99.17%
19/11/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,259 CHF 502,759 CHF 99.17% 99.17%
18/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,464 CHF 502,964 CHF 99.20% 99.20%
15/11/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,385 CHF 502,885 CHF 99.17% 99.17%
14/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,330 CHF 502,830 CHF 99.16% 99.16%
13/11/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,128 CHF 502,628 CHF 99.17% 99.17%
12/11/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,278 CHF 502,778 CHF 99.17% 99.17%
11/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,504 CHF 503,004 CHF 99.17% 99.17%

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