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 0.49% 101.30 % 101.80 % 500,000 500,000 500,000 500,000 506,638 CHF 509,138 CHF 99.38% 99.38%
19/11/2024 0.49% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 506,330 CHF 508,830 CHF 99.38% 99.38%
18/11/2024 0.49% 101.35 % 101.85 % 500,000 500,000 500,000 500,000 507,275 CHF 509,775 CHF 98.90% 98.90%
15/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 507,278 CHF 509,778 CHF 99.34% 99.34%
14/11/2024 0.49% 101.55 % 102.05 % 500,000 500,000 500,000 500,000 507,746 CHF 510,246 CHF 99.38% 99.38%
13/11/2024 0.49% 101.60 % 102.10 % 500,000 500,000 500,000 500,000 507,851 CHF 510,351 CHF 65.04% 65.04%
12/11/2024 0.49% 101.60 % 102.10 % 500,000 500,000 500,000 500,000 508,448 CHF 510,948 CHF 99.14% 99.14%
11/11/2024 0.49% 101.75 % 102.25 % 500,000 500,000 500,000 500,000 508,825 CHF 511,325 CHF 99.37% 99.37%
08/11/2024 0.49% 101.75 % 102.25 % 500,000 500,000 500,000 500,000 508,167 CHF 510,667 CHF 99.37% 99.37%
07/11/2024 0.49% 101.70 % 102.20 % 500,000 500,000 500,000 500,000 508,035 CHF 510,535 CHF 98.57% 98.57%

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