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 0.49% 81.55 % 81.95 % 500,000 500,000 500,000 500,000 408,982 CHF 410,982 CHF 99.38% 99.38%
19/11/2024 0.49% 81.65 % 82.05 % 500,000 500,000 500,000 500,000 409,670 CHF 411,670 CHF 99.37% 99.37%
18/11/2024 0.48% 83.55 % 83.95 % 500,000 500,000 500,000 500,000 417,104 CHF 419,104 CHF 98.94% 98.94%
15/11/2024 0.48% 82.80 % 83.20 % 500,000 500,000 500,000 500,000 416,686 CHF 418,686 CHF 99.36% 99.36%
14/11/2024 0.48% 84.05 % 84.45 % 500,000 500,000 500,000 500,000 418,264 CHF 420,264 CHF 99.38% 99.38%
13/11/2024 0.48% 82.95 % 83.35 % 500,000 500,000 500,000 500,000 414,678 CHF 416,678 CHF 65.04% 65.04%
12/11/2024 0.48% 83.15 % 83.55 % 500,000 500,000 500,000 500,000 417,439 CHF 419,439 CHF 99.16% 99.16%
11/11/2024 0.49% 84.40 % 84.80 % 500,000 500,000 500,000 500,000 423,682 CHF 425,776 CHF 99.38% 99.38%
08/11/2024 0.48% 84.45 % 84.85 % 500,000 500,000 500,000 500,000 423,297 CHF 425,355 CHF 99.38% 99.38%
07/11/2024 0.53% 85.00 % 85.45 % 500,000 500,000 500,000 500,000 426,173 CHF 428,423 CHF 98.56% 98.56%

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