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 0.29% 102.80 % 103.10 % 500,000 500,000 500,000 500,000 514,004 CHF 515,504 CHF 99.37% 99.37%
19/11/2024 0.29% 102.80 % 103.10 % 500,000 500,000 500,000 500,000 514,546 CHF 516,046 CHF 100.00% 100.00%
18/11/2024 0.29% 103.00 % 103.30 % 500,000 500,000 500,000 500,000 513,687 CHF 515,187 CHF 100.00% 100.00%
15/11/2024 0.29% 102.50 % 102.80 % 500,000 500,000 500,000 500,000 513,279 CHF 514,779 CHF 100.00% 100.00%
14/11/2024 0.29% 103.00 % 103.30 % 500,000 500,000 500,000 500,000 514,635 CHF 516,135 CHF 99.10% 99.10%
13/11/2024 0.29% 103.10 % 103.40 % 500,000 500,000 500,000 500,000 513,404 CHF 514,904 CHF 100.00% 100.00%
12/11/2024 0.29% 102.80 % 103.10 % 500,000 500,000 500,000 500,000 516,175 CHF 517,675 CHF 100.00% 100.00%
11/11/2024 0.29% 103.50 % 103.80 % 500,000 500,000 500,000 500,000 517,555 CHF 519,055 CHF 100.00% 100.00%
08/11/2024 0.29% 103.20 % 103.50 % 500,000 500,000 500,000 500,000 515,858 CHF 517,358 CHF 100.00% 100.00%
07/11/2024 0.29% 103.30 % 103.60 % 500,000 500,000 500,000 500,000 516,793 CHF 518,293 CHF 99.23% 99.23%

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