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 % 500,000 500,000 500,000 500,000 506,763 CHF 509,263 CHF 99.38% 99.38%
19/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 505,926 CHF 508,426 CHF 99.38% 99.38%
18/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 505,990 CHF 508,490 CHF 98.90% 98.90%
15/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 506,347 CHF 508,847 CHF 99.35% 99.35%
14/11/2024 0.49% 101.30 % 101.80 % 500,000 500,000 500,000 500,000 506,527 CHF 509,027 CHF 99.38% 99.38%
13/11/2024 0.49% 101.35 % 101.85 % 500,000 500,000 500,000 500,000 506,793 CHF 509,293 CHF 65.05% 65.05%
12/11/2024 0.49% 101.45 % 101.95 % 500,000 500,000 500,000 500,000 507,645 CHF 510,145 CHF 99.15% 99.15%
11/11/2024 0.49% 101.60 % 102.10 % 500,000 500,000 500,000 500,000 507,829 CHF 510,329 CHF 99.38% 99.38%
08/11/2024 0.49% 101.50 % 102.00 % 500,000 500,000 500,000 500,000 507,580 CHF 510,080 CHF 99.37% 99.37%
07/11/2024 0.49% 101.55 % 102.05 % 500,000 500,000 500,000 500,000 507,834 CHF 510,334 CHF 98.56% 98.56%

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