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% 84.45 % 84.85 % 500,000 500,000 500,000 500,000 423,634 CHF 425,733 CHF 99.38% 99.38%
19/11/2024 0.50% 84.60 % 85.00 % 500,000 500,000 500,000 500,000 424,337 CHF 426,461 CHF 99.37% 99.37%
18/11/2024 0.52% 86.55 % 87.00 % 500,000 500,000 500,000 500,000 432,014 CHF 434,264 CHF 98.95% 98.95%
15/11/2024 0.52% 85.80 % 86.25 % 500,000 500,000 500,000 500,000 431,578 CHF 433,828 CHF 99.35% 99.35%
14/11/2024 0.52% 87.05 % 87.50 % 500,000 500,000 500,000 500,000 433,267 CHF 435,517 CHF 99.38% 99.38%
13/11/2024 0.52% 85.90 % 86.35 % 500,000 500,000 500,000 500,000 429,448 CHF 431,698 CHF 65.04% 65.04%
12/11/2024 0.52% 86.15 % 86.60 % 500,000 500,000 500,000 500,000 432,383 CHF 434,633 CHF 99.07% 99.07%
11/11/2024 0.51% 88.15 % 88.60 % 500,000 500,000 500,000 500,000 443,635 CHF 445,885 CHF 99.38% 99.38%
08/11/2024 0.51% 88.20 % 88.65 % 500,000 500,000 500,000 500,000 442,881 CHF 445,131 CHF 99.38% 99.38%
07/11/2024 0.50% 89.20 % 89.65 % 500,000 500,000 500,000 500,000 447,923 CHF 450,173 CHF 98.56% 98.56%

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