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 0.51% 88.00 % 88.45 % 500,000 500,000 499,872 500,000 440,273 CHF 442,635 CHF 99.38% 99.38%
19/11/2024 0.52% 86.70 % 87.15 % 500,000 500,000 500,000 500,000 434,444 CHF 436,694 CHF 99.38% 99.38%
18/11/2024 0.51% 88.30 % 88.75 % 500,000 500,000 500,000 500,000 443,797 CHF 446,047 CHF 99.37% 99.37%
15/11/2024 0.50% 90.40 % 90.85 % 500,000 500,000 500,000 500,000 452,050 CHF 454,300 CHF 99.38% 99.38%
14/11/2024 0.49% 90.95 % 91.40 % 500,000 500,000 500,000 500,000 455,537 CHF 457,787 CHF 99.38% 99.38%
13/11/2024 0.50% 90.60 % 91.05 % 500,000 500,000 500,000 500,000 448,626 CHF 450,876 CHF 99.38% 99.38%
12/11/2024 0.50% 89.60 % 90.05 % 500,000 500,000 500,000 500,000 452,008 CHF 454,258 CHF 99.38% 99.38%
11/11/2024 0.49% 91.10 % 91.55 % 500,000 500,000 500,000 500,000 456,989 CHF 459,239 CHF 99.37% 99.37%
08/11/2024 0.49% 91.25 % 91.70 % 500,000 500,000 500,000 500,000 454,312 CHF 456,562 CHF 99.35% 99.35%
07/11/2024 0.49% 91.75 % 92.20 % 500,000 500,000 500,000 500,000 459,847 CHF 462,097 CHF 98.80% 98.80%

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