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% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 498,544 CHF 501,044 CHF 99.38% 99.38%
19/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 498,298 CHF 500,798 CHF 99.37% 99.37%
18/11/2024 0.50% 99.65 % 100.15 % 500,000 500,000 500,000 500,000 498,520 CHF 501,020 CHF 99.37% 99.37%
15/11/2024 0.50% 99.55 % 100.05 % 500,000 500,000 500,000 500,000 498,348 CHF 500,848 CHF 99.38% 99.38%
14/11/2024 0.50% 99.65 % 100.15 % 500,000 500,000 500,000 500,000 498,064 CHF 500,564 CHF 99.38% 99.38%
13/11/2024 0.50% 99.55 % 100.05 % 500,000 500,000 500,000 500,000 498,169 CHF 500,669 CHF 99.38% 99.38%
12/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 498,442 CHF 500,942 CHF 99.38% 99.38%
11/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 498,988 CHF 501,488 CHF 99.37% 99.37%
08/11/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 498,731 CHF 501,231 CHF 99.35% 99.35%
07/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 498,718 CHF 501,218 CHF 98.80% 98.80%

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