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 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 498,903 CHF 501,403 CHF 99.37% 99.37%
19/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 498,591 CHF 501,091 CHF 100.00% 100.00%
18/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 498,092 CHF 500,592 CHF 100.00% 100.00%
15/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 498,872 CHF 501,372 CHF 100.00% 100.00%
14/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,614 CHF 503,114 CHF 99.10% 99.10%
13/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 497,239 CHF 499,739 CHF 100.00% 100.00%
12/11/2024 0.50% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 497,453 CHF 499,953 CHF 100.00% 100.00%
11/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 499,066 CHF 501,566 CHF 100.00% 100.00%
08/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 498,086 CHF 500,586 CHF 100.00% 100.00%
07/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 503,219 CHF 505,719 CHF 99.23% 99.23%

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