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 0.99% 78.20 % 79.00 % 500,000 500,000 500,000 500,000 403,358 CHF 407,358 CHF 98.59% 98.59%
19/11/2024 0.98% 81.40 % 82.20 % 500,000 500,000 500,000 500,000 407,573 CHF 411,573 CHF 100.00% 100.00%
18/11/2024 0.98% 81.50 % 82.30 % 500,000 500,000 500,000 500,000 406,134 CHF 410,134 CHF 100.00% 100.00%
15/11/2024 0.98% 81.20 % 82.00 % 500,000 500,000 500,000 500,000 407,460 CHF 411,460 CHF 100.00% 100.00%
14/11/2024 0.99% 82.70 % 83.50 % 500,000 500,000 500,000 500,000 403,379 CHF 407,379 CHF 100.00% 100.00%
13/11/2024 0.96% 80.80 % 81.60 % 500,000 500,000 500,000 500,000 413,938 CHF 417,938 CHF 100.00% 100.00%
12/11/2024 0.88% 85.30 % 86.10 % 500,000 500,000 500,000 500,000 451,724 CHF 455,724 CHF 100.00% 100.00%
11/11/2024 0.81% 98.10 % 98.90 % 500,000 500,000 500,000 500,000 490,549 CHF 494,549 CHF 100.00% 100.00%
08/11/2024 0.82% 96.80 % 97.60 % 500,000 500,000 500,000 500,000 483,954 CHF 487,954 CHF 100.00% 100.00%
07/11/2024 0.82% 96.60 % 97.40 % 500,000 500,000 500,000 500,000 484,007 CHF 488,007 CHF 99.24% 99.24%

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