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 0.54% 91.40 % 91.90 % 500,000 500,000 500,000 500,000 459,607 CHF 462,107 CHF 100.00% 100.00%
19/11/2024 0.54% 91.60 % 92.10 % 500,000 500,000 500,000 500,000 458,500 CHF 461,000 CHF 100.00% 100.00%
18/11/2024 0.32% 93.10 % 93.40 % 500,000 500,000 500,000 500,000 464,250 CHF 465,750 CHF 100.00% 100.00%
15/11/2024 0.32% 92.70 % 93.00 % 500,000 500,000 500,000 500,000 466,175 CHF 467,675 CHF 100.00% 100.00%
14/11/2024 0.54% 93.00 % 93.50 % 500,000 500,000 500,000 500,000 461,916 CHF 464,416 CHF 99.10% 99.10%
13/11/2024 0.55% 91.70 % 92.20 % 500,000 500,000 500,000 500,000 456,730 CHF 459,230 CHF 100.00% 100.00%
12/11/2024 0.33% 91.00 % 91.30 % 500,000 500,000 500,000 500,000 460,266 CHF 461,766 CHF 100.00% 100.00%
11/11/2024 0.32% 93.40 % 93.70 % 500,000 500,000 500,000 500,000 467,107 CHF 468,607 CHF 100.00% 100.00%
08/11/2024 0.56% 93.00 % 93.50 % 500,000 500,000 487,171 487,171 456,420 CHF 458,920 CHF 100.00% 100.00%
07/11/2024 0.52% 95.80 % 96.30 % 500,000 500,000 500,000 500,000 478,961 CHF 481,461 CHF 99.23% 99.23%

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