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
25/11/2024 0.50% 99.45 % 99.95 % 500,000 500,000 500,000 500,000 496,931 CHF 499,431 CHF 98.80% 98.80%
22/11/2024 0.50% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 496,707 CHF 499,207 CHF 99.30% 99.30%
20/11/2024 0.50% 98.90 % 99.40 % 500,000 500,000 500,000 500,000 495,391 CHF 497,891 CHF 99.38% 99.38%
19/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,408 CHF 497,908 CHF 99.37% 99.37%
18/11/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 495,318 CHF 497,818 CHF 98.94% 98.94%
15/11/2024 0.50% 98.85 % 99.35 % 500,000 500,000 500,000 500,000 494,152 CHF 496,652 CHF 99.36% 99.36%
14/11/2024 0.50% 98.85 % 99.35 % 500,000 500,000 500,000 500,000 494,634 CHF 497,134 CHF 99.38% 99.38%
13/11/2024 0.50% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 494,324 CHF 496,824 CHF 65.04% 65.04%
12/11/2024 0.50% 99.15 % 99.65 % 500,000 500,000 500,000 500,000 496,261 CHF 498,761 CHF 99.15% 99.15%
11/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 496,759 CHF 499,259 CHF 99.38% 99.38%

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