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% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 502,319 CHF 504,819 CHF 99.38% 99.38%
19/11/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 500,913 CHF 503,413 CHF 99.38% 99.38%
18/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 500,553 CHF 503,053 CHF 99.38% 99.38%
15/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,523 CHF 503,023 CHF 99.38% 99.38%
14/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 499,843 CHF 502,343 CHF 99.38% 99.38%
13/11/2024 0.50% 99.85 % 100.35 % 500,000 500,000 500,000 500,000 499,438 CHF 501,938 CHF 99.38% 99.38%
12/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 501,191 CHF 503,691 CHF 99.38% 99.38%
11/11/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 504,315 CHF 506,815 CHF 99.37% 99.37%
08/11/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 504,033 CHF 506,533 CHF 99.34% 99.34%
07/11/2024 0.50% 100.85 % 101.35 % 500,000 500,000 500,000 500,000 503,634 CHF 506,134 CHF 98.80% 98.80%

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