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 0.33% 91.40 % 91.70 % 500,000 500,000 500,000 500,000 455,348 CHF 456,848 CHF 100.00% 100.00%
19/11/2024 0.33% 90.50 % 90.80 % 500,000 500,000 500,000 500,000 454,255 CHF 455,755 CHF 100.00% 100.00%
18/11/2024 0.33% 91.20 % 91.50 % 500,000 500,000 500,000 500,000 457,346 CHF 458,846 CHF 100.00% 100.00%
15/11/2024 0.33% 91.10 % 91.40 % 500,000 500,000 500,000 500,000 455,997 CHF 457,497 CHF 100.00% 100.00%
14/11/2024 0.33% 91.30 % 91.60 % 500,000 500,000 500,000 500,000 456,122 CHF 457,622 CHF 99.10% 99.10%
13/11/2024 0.33% 91.20 % 91.50 % 500,000 500,000 500,000 500,000 456,000 CHF 457,500 CHF 100.00% 100.00%
12/11/2024 0.33% 91.40 % 91.70 % 500,000 500,000 500,000 500,000 456,995 CHF 458,495 CHF 100.00% 100.00%
11/11/2024 0.33% 91.50 % 91.80 % 500,000 500,000 500,000 500,000 457,500 CHF 459,000 CHF 100.00% 100.00%
08/11/2024 0.33% 91.30 % 91.60 % 500,000 500,000 500,000 500,000 456,160 CHF 457,660 CHF 100.00% 100.00%
07/11/2024 0.33% 91.20 % 91.50 % 500,000 500,000 500,000 500,000 456,217 CHF 457,717 CHF 99.24% 99.24%

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