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% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 499,008 CHF 501,508 CHF 100.00% 100.00%
19/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,136 CHF 502,636 CHF 100.00% 100.00%
18/11/2024 0.31% 100.10 % 100.41 % 500,000 500,000 500,000 500,000 500,505 CHF 502,055 CHF 100.00% 100.00%
15/11/2024 0.31% 100.10 % 100.41 % 500,000 500,000 500,000 500,000 500,497 CHF 502,045 CHF 100.00% 100.00%
14/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,500 CHF 503,000 CHF 99.10% 99.10%
13/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,000 CHF 503,500 CHF 100.00% 100.00%
12/11/2024 0.31% 100.30 % 100.61 % 500,000 500,000 500,000 500,000 501,157 CHF 502,707 CHF 100.00% 100.00%
11/11/2024 0.31% 100.30 % 100.61 % 500,000 500,000 500,000 500,000 501,500 CHF 503,050 CHF 100.00% 100.00%
08/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,014 CHF 503,514 CHF 100.00% 100.00%
07/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,494 CHF 503,994 CHF 99.24% 99.24%

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