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 0.50% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,377 CHF 505,877 CHF 99.17% 99.17%
19/11/2024 0.50% 100.65 % 101.15 % 500,000 500,000 500,000 500,000 503,387 CHF 505,887 CHF 96.92% 96.92%
18/11/2024 0.50% 100.55 % 101.05 % 500,000 500,000 500,000 500,000 502,298 CHF 504,798 CHF 99.19% 99.19%
15/11/2024 0.50% 100.55 % 101.05 % 500,000 500,000 500,000 500,000 502,676 CHF 505,176 CHF 99.17% 99.17%
14/11/2024 0.50% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 502,682 CHF 505,182 CHF 99.16% 99.16%
13/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,584 CHF 505,084 CHF 99.17% 99.17%
12/11/2024 0.50% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 503,266 CHF 505,766 CHF 99.17% 99.17%
11/11/2024 0.50% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,471 CHF 505,971 CHF 99.17% 99.17%
08/11/2024 0.50% 100.65 % 101.15 % 500,000 500,000 500,000 500,000 503,297 CHF 505,797 CHF 99.17% 99.17%
07/11/2024 0.50% 100.65 % 101.15 % 500,000 500,000 500,000 500,000 503,372 CHF 505,872 CHF 99.09% 99.09%

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