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% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,870 CHF 507,370 CHF 99.38% 99.38%
19/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,757 CHF 507,257 CHF 99.37% 99.37%
18/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,703 CHF 507,203 CHF 98.95% 98.95%
15/11/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,684 CHF 507,184 CHF 99.36% 99.36%
14/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,718 CHF 507,218 CHF 99.38% 99.38%
13/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,678 CHF 507,178 CHF 65.04% 65.04%
12/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 505,179 CHF 507,679 CHF 99.14% 99.14%
11/11/2024 0.49% 101.10 % 101.60 % 500,000 500,000 500,000 500,000 505,504 CHF 508,004 CHF 99.37% 99.37%
08/11/2024 0.49% 101.10 % 101.60 % 500,000 500,000 500,000 500,000 505,481 CHF 507,981 CHF 99.38% 99.38%
07/11/2024 0.49% 101.10 % 101.60 % 500,000 500,000 500,000 500,000 505,291 CHF 507,791 CHF 98.56% 98.56%

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