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% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 496,049 CHF 498,549 CHF 99.17% 99.17%
19/11/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 496,513 CHF 499,013 CHF 99.17% 99.17%
18/11/2024 0.50% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 495,491 CHF 497,991 CHF 99.20% 99.20%
15/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 497,909 CHF 500,409 CHF 99.17% 99.17%
14/11/2024 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 494,334 CHF 496,834 CHF 99.16% 99.16%
13/11/2024 0.50% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 494,503 CHF 497,003 CHF 99.17% 99.17%
12/11/2024 0.50% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 495,044 CHF 497,544 CHF 99.17% 99.17%
11/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 498,212 CHF 500,712 CHF 99.17% 99.17%
08/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 497,130 CHF 499,630 CHF 99.17% 99.17%
07/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 501,105 CHF 503,605 CHF 99.09% 99.09%

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