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 0.50% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,684 CHF 506,184 CHF 99.17% 99.17%
19/11/2024 0.50% 100.75 % 101.25 % 500,000 500,000 500,000 500,000 503,617 CHF 506,117 CHF 99.17% 99.17%
18/11/2024 0.50% 100.75 % 101.25 % 500,000 500,000 500,000 500,000 503,720 CHF 506,220 CHF 99.22% 99.22%
15/11/2024 0.49% 100.75 % 101.25 % 500,000 500,000 500,000 500,000 503,849 CHF 506,349 CHF 99.17% 99.17%
14/11/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 503,951 CHF 506,451 CHF 99.16% 99.16%
13/11/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 504,093 CHF 506,593 CHF 99.17% 99.17%
12/11/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 504,168 CHF 506,668 CHF 99.17% 99.17%
11/11/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,482 CHF 506,982 CHF 99.17% 99.17%
08/11/2024 0.49% 100.85 % 101.35 % 500,000 500,000 500,000 500,000 504,335 CHF 506,835 CHF 99.17% 99.17%
07/11/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,183 CHF 506,683 CHF 99.08% 99.08%

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