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
22/11/2024 0.29% 102.50 % 102.80 % 500,000 500,000 500,000 500,000 512,999 CHF 514,499 CHF 99.90% 99.90%
20/11/2024 0.29% 102.40 % 102.70 % 500,000 500,000 500,000 500,000 512,114 CHF 513,614 CHF 100.00% 100.00%
19/11/2024 0.29% 102.30 % 102.60 % 500,000 500,000 500,000 500,000 510,906 CHF 512,406 CHF 100.00% 100.00%
18/11/2024 0.29% 101.90 % 102.20 % 500,000 500,000 500,000 500,000 509,334 CHF 510,834 CHF 100.00% 100.00%
15/11/2024 0.29% 101.90 % 102.20 % 500,000 500,000 500,000 500,000 511,530 CHF 513,030 CHF 100.00% 100.00%
14/11/2024 0.29% 103.00 % 103.30 % 500,000 500,000 500,000 500,000 514,997 CHF 516,497 CHF 99.10% 99.10%
13/11/2024 0.29% 102.90 % 103.20 % 500,000 500,000 500,000 500,000 513,738 CHF 515,238 CHF 100.00% 100.00%
12/11/2024 0.29% 103.00 % 103.30 % 500,000 500,000 500,000 500,000 514,946 CHF 516,446 CHF 100.00% 100.00%
11/11/2024 0.29% 103.00 % 103.30 % 500,000 500,000 500,000 500,000 515,318 CHF 516,818 CHF 100.00% 100.00%
08/11/2024 0.29% 103.00 % 103.30 % 500,000 500,000 500,000 500,000 514,697 CHF 516,197 CHF 100.00% 100.00%

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