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% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,574 CHF 506,074 CHF 99.38% 99.38%
19/11/2024 0.50% 100.65 % 101.15 % 500,000 500,000 500,000 500,000 503,352 CHF 505,852 CHF 99.37% 99.37%
18/11/2024 0.50% 100.75 % 101.25 % 500,000 500,000 500,000 500,000 503,596 CHF 506,096 CHF 98.94% 98.94%
15/11/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 503,920 CHF 506,420 CHF 99.34% 99.34%
14/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,459 CHF 506,959 CHF 99.38% 99.38%
13/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,828 CHF 507,328 CHF 65.04% 65.04%
12/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,858 CHF 507,358 CHF 99.14% 99.14%
11/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,924 CHF 507,424 CHF 99.38% 99.38%
08/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,667 CHF 507,167 CHF 99.37% 99.37%
07/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,752 CHF 507,252 CHF 98.56% 98.56%

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