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% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,429 CHF 503,929 CHF 100.00% 100.00%
19/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,073 CHF 503,573 CHF 100.00% 100.00%
18/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,468 CHF 503,968 CHF 100.00% 100.00%
15/11/2024 0.31% 100.40 % 100.71 % 500,000 500,000 500,000 500,000 501,938 CHF 503,487 CHF 100.00% 100.00%
14/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,388 CHF 503,888 CHF 99.10% 99.10%
13/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 100.00% 100.00%
12/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 100.00% 100.00%
11/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 100.00% 100.00%
08/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 100.00% 100.00%
07/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,655 CHF 504,155 CHF 99.24% 99.24%

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