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 0.79% 101.20 % 102.00 % 500,000 500,000 500,000 500,000 505,866 CHF 509,866 CHF 99.37% 99.37%
19/11/2024 0.79% 100.60 % 101.40 % 500,000 500,000 500,000 500,000 502,875 CHF 506,875 CHF 100.00% 100.00%
18/11/2024 0.79% 100.80 % 101.60 % 500,000 500,000 500,000 500,000 504,018 CHF 508,018 CHF 100.00% 100.00%
15/11/2024 0.79% 100.70 % 101.50 % 500,000 500,000 500,000 500,000 504,443 CHF 508,443 CHF 100.00% 100.00%
14/11/2024 0.79% 101.10 % 101.90 % 500,000 500,000 500,000 500,000 505,766 CHF 509,766 CHF 99.10% 99.10%
13/11/2024 0.79% 101.50 % 102.30 % 500,000 500,000 500,000 500,000 506,743 CHF 510,743 CHF 100.00% 100.00%
12/11/2024 0.78% 101.60 % 102.40 % 500,000 500,000 500,000 500,000 508,244 CHF 512,244 CHF 100.00% 100.00%
11/11/2024 0.79% 100.60 % 101.40 % 500,000 500,000 500,000 500,000 503,037 CHF 507,037 CHF 100.00% 100.00%
08/11/2024 0.80% 99.90 % 100.70 % 500,000 500,000 500,000 500,000 500,860 CHF 504,860 CHF 100.00% 100.00%
07/11/2024 0.79% 100.40 % 101.20 % 500,000 500,000 500,000 500,000 503,340 CHF 507,340 CHF 99.23% 99.23%

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