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 % 500,000 500,000 500,000 500,000 498,154 CHF 500,654 CHF 99.37% 99.37%
19/11/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 496,547 CHF 499,047 CHF 100.00% 100.00%
18/11/2024 0.31% 99.90 % 100.21 % 500,000 500,000 500,000 500,000 498,677 CHF 500,227 CHF 100.00% 100.00%
15/11/2024 0.31% 99.70 % 100.01 % 500,000 500,000 500,000 500,000 498,903 CHF 500,452 CHF 100.00% 100.00%
14/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 498,886 CHF 501,386 CHF 99.10% 99.10%
13/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 496,326 CHF 498,826 CHF 100.00% 100.00%
12/11/2024 0.31% 99.20 % 99.51 % 500,000 500,000 500,000 500,000 497,555 CHF 499,105 CHF 100.00% 100.00%
11/11/2024 0.31% 100.00 % 100.31 % 500,000 500,000 500,000 500,000 499,571 CHF 501,121 CHF 100.00% 100.00%
08/11/2024 0.53% 99.60 % 100.10 % 500,000 500,000 487,171 487,171 485,925 CHF 488,425 CHF 100.00% 100.00%
07/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 499,721 CHF 502,221 CHF 99.24% 99.24%

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