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 0.51% 97.70 % 98.20 % 500,000 500,000 500,000 500,000 487,219 CHF 489,719 CHF 99.17% 99.17%
19/11/2024 0.51% 97.35 % 97.85 % 500,000 500,000 500,000 500,000 487,357 CHF 489,857 CHF 99.17% 99.17%
18/11/2024 0.51% 97.75 % 98.25 % 500,000 500,000 500,000 500,000 488,174 CHF 490,674 CHF 99.22% 99.22%
15/11/2024 0.51% 98.10 % 98.60 % 500,000 500,000 500,000 500,000 492,297 CHF 494,797 CHF 99.17% 99.17%
14/11/2024 0.50% 98.90 % 99.40 % 500,000 500,000 500,000 500,000 494,848 CHF 497,348 CHF 99.16% 99.16%
13/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,382 CHF 497,882 CHF 99.17% 99.17%
12/11/2024 0.50% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 497,390 CHF 499,890 CHF 99.17% 99.17%
11/11/2024 0.50% 99.65 % 100.15 % 500,000 500,000 500,000 500,000 498,378 CHF 500,878 CHF 99.17% 99.17%
08/11/2024 0.50% 99.55 % 100.05 % 500,000 500,000 500,000 500,000 497,746 CHF 500,246 CHF 99.17% 99.17%
07/11/2024 0.50% 99.55 % 100.05 % 500,000 500,000 500,000 500,000 497,668 CHF 500,168 CHF 99.08% 99.08%

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