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% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 495,665 CHF 498,165 CHF 99.38% 99.38%
19/11/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 499,915 497,076 CHF 499,492 CHF 99.38% 99.38%
18/11/2024 0.50% 99.45 % 99.95 % 500,000 500,000 500,000 500,000 499,297 CHF 501,797 CHF 99.37% 99.37%
15/11/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 499,793 CHF 502,293 CHF 99.38% 99.38%
14/11/2024 0.50% 100.35 % 100.85 % 500,000 500,000 500,000 500,000 502,750 CHF 505,250 CHF 99.38% 99.38%
13/11/2024 0.50% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 503,415 CHF 505,915 CHF 99.10% 99.10%
12/11/2024 0.49% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,960 CHF 506,460 CHF 99.38% 99.38%
11/11/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 503,974 CHF 506,474 CHF 99.37% 99.37%
08/11/2024 0.50% 100.75 % 101.25 % 500,000 500,000 500,000 500,000 503,173 CHF 505,673 CHF 99.35% 99.35%
07/11/2024 0.50% 100.75 % 101.25 % 500,000 500,000 500,000 500,000 503,338 CHF 505,838 CHF 98.80% 98.80%

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