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% 97.40 % 97.90 % 500,000 500,000 500,000 500,000 487,431 CHF 489,931 CHF 99.17% 99.17%
19/11/2024 0.51% 97.50 % 98.00 % 500,000 500,000 500,000 500,000 487,594 CHF 490,094 CHF 99.17% 99.17%
18/11/2024 0.51% 97.85 % 98.35 % 500,000 500,000 500,000 500,000 489,013 CHF 491,513 CHF 99.22% 99.22%
15/11/2024 0.51% 97.85 % 98.35 % 500,000 500,000 500,000 500,000 489,777 CHF 492,277 CHF 99.17% 99.17%
14/11/2024 0.51% 98.10 % 98.60 % 500,000 500,000 500,000 499,994 489,655 CHF 492,149 CHF 99.16% 99.16%
13/11/2024 0.51% 97.75 % 98.25 % 500,000 500,000 500,000 499,998 488,879 CHF 491,377 CHF 99.17% 99.17%
12/11/2024 0.51% 97.70 % 98.20 % 500,000 500,000 500,000 500,000 489,692 CHF 492,192 CHF 99.17% 99.17%
11/11/2024 0.51% 98.40 % 98.90 % 500,000 500,000 500,000 500,000 491,404 CHF 493,904 CHF 99.17% 99.17%
08/11/2024 0.51% 98.15 % 98.65 % 500,000 500,000 500,000 500,000 491,023 CHF 493,523 CHF 99.17% 99.17%
07/11/2024 0.51% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 492,771 CHF 495,271 CHF 99.08% 99.08%

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