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% 101.10 % 101.60 % 500,000 500,000 500,000 500,000 505,546 CHF 508,046 CHF 99.38% 99.38%
19/11/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,003 CHF 506,503 CHF 99.38% 99.38%
18/11/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,316 CHF 506,816 CHF 99.37% 99.37%
15/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 505,243 CHF 507,743 CHF 99.38% 99.38%
14/11/2024 0.49% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 505,750 CHF 508,250 CHF 99.38% 99.38%
13/11/2024 0.49% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 505,029 CHF 507,529 CHF 99.38% 99.38%
12/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 505,421 CHF 507,921 CHF 99.38% 99.38%
11/11/2024 0.49% 101.30 % 101.80 % 500,000 500,000 500,000 500,000 506,322 CHF 508,822 CHF 99.37% 99.37%
08/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 505,259 CHF 507,759 CHF 99.34% 99.34%
07/11/2024 0.49% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 505,632 CHF 508,132 CHF 98.80% 98.80%

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