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% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 504,068 CHF 506,568 CHF 99.38% 99.38%
19/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 504,094 CHF 506,594 CHF 99.37% 99.37%
18/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 505,122 CHF 507,622 CHF 98.90% 98.90%
15/11/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 504,957 CHF 507,457 CHF 99.35% 99.35%
14/11/2024 0.49% 101.30 % 101.80 % 500,000 500,000 500,000 500,000 506,406 CHF 508,906 CHF 99.38% 99.38%
13/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 506,458 CHF 508,958 CHF 65.04% 65.04%
12/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 506,412 CHF 508,912 CHF 99.15% 99.15%
11/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 506,309 CHF 508,809 CHF 99.37% 99.37%
08/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 506,138 CHF 508,638 CHF 99.37% 99.37%
07/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 506,297 CHF 508,797 CHF 98.56% 98.56%

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