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% 62.75 % 63.05 % 500,000 500,000 500,000 500,000 315,341 CHF 316,841 CHF 99.17% 99.17%
19/11/2024 0.48% 62.70 % 63.00 % 500,000 500,000 500,000 500,000 311,119 CHF 312,619 CHF 99.17% 99.17%
18/11/2024 0.47% 64.60 % 64.90 % 500,000 500,000 500,000 500,000 319,396 CHF 320,905 CHF 99.20% 99.20%
15/11/2024 0.53% 65.35 % 65.70 % 500,000 500,000 500,000 500,000 330,050 CHF 331,800 CHF 99.17% 99.17%
14/11/2024 0.53% 66.90 % 67.25 % 500,000 500,000 500,000 500,000 329,832 CHF 331,570 CHF 98.82% 98.82%
13/11/2024 0.51% 73.80 % 74.15 % 500,000 500,000 500,000 500,000 372,934 CHF 374,827 CHF 99.17% 99.17%
12/11/2024 0.52% 75.05 % 75.45 % 500,000 500,000 500,000 500,000 380,204 CHF 382,204 CHF 99.12% 99.12%
11/11/2024 0.48% 81.95 % 82.35 % 500,000 500,000 500,000 500,000 414,807 CHF 416,807 CHF 99.17% 99.17%
08/11/2024 0.50% 82.75 % 83.15 % 500,000 500,000 500,000 500,000 411,882 CHF 413,935 CHF 99.17% 99.17%
07/11/2024 0.48% 92.75 % 93.20 % 500,000 500,000 500,000 500,000 466,408 CHF 468,658 CHF 98.76% 98.76%

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