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% 100.20 % 100.50 % 500,000 500,000 500,000 500,000 501,342 CHF 502,842 CHF 99.37% 99.37%
19/11/2024 0.30% 100.20 % 100.50 % 500,000 500,000 500,000 500,000 501,025 CHF 502,525 CHF 100.00% 100.00%
18/11/2024 0.30% 100.20 % 100.50 % 500,000 500,000 500,000 500,000 501,007 CHF 502,507 CHF 100.00% 100.00%
15/11/2024 0.30% 100.30 % 100.60 % 500,000 500,000 500,000 500,000 501,499 CHF 502,999 CHF 100.00% 100.00%
14/11/2024 0.30% 100.30 % 100.60 % 500,000 500,000 500,000 500,000 501,352 CHF 502,852 CHF 99.10% 99.10%
13/11/2024 0.30% 100.20 % 100.50 % 500,000 500,000 500,000 500,000 501,344 CHF 502,844 CHF 100.00% 100.00%
12/11/2024 0.30% 100.30 % 100.60 % 500,000 500,000 500,000 500,000 502,024 CHF 503,524 CHF 100.00% 100.00%
11/11/2024 0.30% 100.30 % 100.60 % 500,000 500,000 500,000 500,000 502,054 CHF 503,554 CHF 100.00% 100.00%
08/11/2024 0.30% 100.40 % 100.70 % 500,000 500,000 500,000 500,000 501,869 CHF 503,369 CHF 100.00% 100.00%
07/11/2024 0.30% 100.40 % 100.70 % 500,000 500,000 500,000 500,000 502,155 CHF 503,655 CHF 99.23% 99.23%

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