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% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 493,910 CHF 496,410 CHF 99.17% 99.17%
19/11/2024 0.51% 98.65 % 99.15 % 500,000 500,000 500,000 500,000 493,439 CHF 495,939 CHF 99.17% 99.17%
18/11/2024 0.50% 98.85 % 99.35 % 500,000 500,000 500,000 500,000 493,934 CHF 496,434 CHF 99.22% 99.22%
15/11/2024 0.50% 98.85 % 99.35 % 500,000 500,000 500,000 500,000 494,595 CHF 497,095 CHF 99.17% 99.17%
14/11/2024 0.50% 99.00 % 99.50 % 500,000 500,000 500,000 500,000 494,990 CHF 497,490 CHF 99.16% 99.16%
13/11/2024 0.50% 99.00 % 99.50 % 500,000 500,000 500,000 500,000 495,008 CHF 497,508 CHF 99.17% 99.17%
12/11/2024 0.50% 99.15 % 99.65 % 500,000 500,000 500,000 500,000 496,244 CHF 498,744 CHF 99.17% 99.17%
11/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 496,923 CHF 499,423 CHF 99.17% 99.17%
08/11/2024 0.50% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 496,994 CHF 499,494 CHF 99.17% 99.17%
07/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 497,257 CHF 499,757 CHF 99.08% 99.08%

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