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 0.30% 100.40 % 100.70 % 500,000 500,000 500,000 500,000 502,459 CHF 503,959 CHF 99.37% 99.37%
19/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,691 CHF 504,191 CHF 100.00% 100.00%
18/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 501,998 CHF 504,498 CHF 100.00% 100.00%
15/11/2024 0.30% 100.50 % 100.80 % 500,000 500,000 500,000 500,000 502,500 CHF 504,000 CHF 100.00% 100.00%
14/11/2024 0.30% 100.50 % 100.80 % 500,000 500,000 500,000 500,000 502,500 CHF 504,000 CHF 99.10% 99.10%
13/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 502,000 CHF 504,500 CHF 100.00% 100.00%
12/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,483 CHF 504,983 CHF 100.00% 100.00%
11/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,500 CHF 505,000 CHF 100.00% 100.00%
08/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,500 CHF 505,000 CHF 100.00% 100.00%
07/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,500 CHF 505,000 CHF 99.23% 99.23%

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