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 0.48% 103.80 % 104.30 % 500,000 500,000 500,000 500,000 519,046 CHF 521,546 CHF 99.37% 99.37%
19/11/2024 0.48% 103.40 % 103.90 % 500,000 500,000 500,000 500,000 517,314 CHF 519,814 CHF 100.00% 100.00%
18/11/2024 0.48% 103.60 % 104.10 % 500,000 500,000 500,000 500,000 518,086 CHF 520,586 CHF 100.00% 100.00%
15/11/2024 0.29% 103.70 % 104.00 % 500,000 500,000 500,000 500,000 517,789 CHF 519,289 CHF 100.00% 100.00%
14/11/2024 0.48% 103.40 % 103.90 % 500,000 500,000 500,000 500,000 515,234 CHF 517,734 CHF 99.10% 99.10%
13/11/2024 0.48% 103.50 % 104.00 % 500,000 500,000 500,000 500,000 517,098 CHF 519,598 CHF 100.00% 100.00%
12/11/2024 0.48% 103.10 % 103.60 % 500,000 500,000 500,000 500,000 516,158 CHF 518,658 CHF 100.00% 100.00%
11/11/2024 0.48% 103.50 % 104.00 % 500,000 500,000 500,000 500,000 517,406 CHF 519,906 CHF 100.00% 100.00%
08/11/2024 0.48% 103.40 % 103.90 % 500,000 500,000 500,000 500,000 517,748 CHF 520,248 CHF 100.00% 100.00%
07/11/2024 0.48% 103.90 % 104.40 % 500,000 500,000 500,000 500,000 519,801 CHF 522,301 CHF 99.23% 99.23%

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