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 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 500,181 CHF 504,181 CHF 97.95% 97.95%
19/11/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 496,841 CHF 500,841 CHF 100.00% 100.00%
18/11/2024 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 497,782 CHF 501,782 CHF 100.00% 100.00%
15/11/2024 0.80% 99.90 % 100.70 % 500,000 500,000 500,000 500,000 499,376 CHF 503,376 CHF 100.00% 100.00%
14/11/2024 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 497,142 CHF 501,142 CHF 100.00% 100.00%
13/11/2024 0.81% 99.00 % 99.80 % 500,000 500,000 500,000 500,000 494,700 CHF 498,700 CHF 100.00% 100.00%
12/11/2024 0.80% 98.80 % 99.60 % 500,000 500,000 500,000 500,000 495,836 CHF 499,836 CHF 100.00% 100.00%
11/11/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 499,255 CHF 503,255 CHF 100.00% 100.00%
08/11/2024 0.81% 99.40 % 100.20 % 500,000 500,000 500,000 500,000 494,327 CHF 498,327 CHF 100.00% 100.00%
07/11/2024 0.80% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 499,079 CHF 503,079 CHF 99.23% 99.23%

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