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% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 505,622 CHF 508,122 CHF 99.17% 99.17%
19/11/2024 0.49% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 505,449 CHF 507,949 CHF 99.17% 99.17%
18/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 505,898 CHF 508,398 CHF 99.20% 99.20%
15/11/2024 0.49% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 505,904 CHF 508,404 CHF 99.17% 99.17%
14/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 505,969 CHF 508,469 CHF 99.16% 99.16%
13/11/2024 0.49% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 505,777 CHF 508,277 CHF 99.17% 99.17%
12/11/2024 0.49% 101.10 % 101.60 % 500,000 500,000 500,000 500,000 505,673 CHF 508,173 CHF 99.17% 99.17%
11/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 506,109 CHF 508,609 CHF 99.17% 99.17%
08/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 506,079 CHF 508,579 CHF 99.17% 99.17%
07/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 506,106 CHF 508,606 CHF 99.08% 99.08%

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