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
25/11/2024 0.50% 99.85 % 100.35 % 500,000 500,000 500,000 500,000 498,397 CHF 500,897 CHF 99.17% 99.17%
22/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,817 CHF 500,317 CHF 99.17% 99.17%
20/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 498,328 CHF 500,828 CHF 99.17% 99.17%
19/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 497,677 CHF 500,177 CHF 99.17% 99.17%
18/11/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 499,731 CHF 502,231 CHF 99.21% 99.21%
15/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,128 CHF 503,628 CHF 99.17% 99.17%
14/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 499,862 CHF 502,362 CHF 99.16% 99.16%
13/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 499,976 499,198 CHF 501,674 CHF 99.17% 99.17%
12/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 499,746 CHF 502,246 CHF 99.17% 99.17%
11/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 501,851 CHF 504,351 CHF 99.17% 99.17%

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