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% 86.65 % 87.10 % 500,000 500,000 500,000 500,000 436,799 CHF 439,049 CHF 99.17% 99.17%
19/11/2024 0.52% 86.95 % 87.40 % 500,000 500,000 500,000 500,000 432,403 CHF 434,653 CHF 99.17% 99.17%
18/11/2024 0.52% 86.80 % 87.25 % 500,000 500,000 500,000 500,000 432,618 CHF 434,868 CHF 99.21% 99.21%
15/11/2024 0.51% 86.70 % 87.15 % 500,000 500,000 500,000 500,000 436,357 CHF 438,607 CHF 99.17% 99.17%
14/11/2024 0.51% 88.45 % 88.90 % 500,000 500,000 500,000 500,000 438,198 CHF 440,448 CHF 99.16% 99.16%
13/11/2024 0.52% 86.25 % 86.70 % 500,000 500,000 500,000 500,000 430,734 CHF 432,984 CHF 99.17% 99.17%
12/11/2024 0.51% 86.65 % 87.10 % 500,000 500,000 500,000 500,000 435,845 CHF 438,095 CHF 99.17% 99.17%
11/11/2024 0.50% 88.85 % 89.30 % 500,000 500,000 500,000 500,000 444,958 CHF 447,208 CHF 99.17% 99.17%
08/11/2024 0.51% 88.40 % 88.85 % 500,000 500,000 500,000 500,000 443,414 CHF 445,664 CHF 99.17% 99.17%
07/11/2024 0.50% 89.85 % 90.30 % 500,000 500,000 500,000 500,000 451,977 CHF 454,227 CHF 98.43% 98.43%

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