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% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,508 CHF 503,008 CHF 99.37% 99.37%
19/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,533 CHF 502,033 CHF 100.00% 100.00%
18/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,625 CHF 502,125 CHF 100.00% 100.00%
15/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,277 CHF 502,777 CHF 100.00% 100.00%
14/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,022 CHF 502,522 CHF 99.10% 99.10%
13/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,482 CHF 502,982 CHF 100.00% 100.00%
12/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,998 CHF 503,498 CHF 100.00% 100.00%
11/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 501,997 CHF 504,497 CHF 100.00% 100.00%
08/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,629 CHF 503,129 CHF 100.00% 100.00%
07/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 501,649 CHF 504,149 CHF 99.23% 99.23%

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