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% 98.10 % 98.60 % 500,000 500,000 500,000 500,000 490,183 CHF 492,683 CHF 99.17% 99.17%
19/11/2024 0.51% 97.45 % 97.95 % 500,000 500,000 500,000 500,000 487,102 CHF 489,602 CHF 99.17% 99.17%
18/11/2024 0.50% 98.70 % 99.20 % 500,000 500,000 500,000 500,000 494,453 CHF 496,953 CHF 99.22% 99.22%
15/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 498,074 CHF 500,574 CHF 99.17% 99.17%
14/11/2024 0.50% 99.85 % 100.35 % 500,000 500,000 500,000 500,000 499,232 CHF 501,732 CHF 99.16% 99.16%
13/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 499,653 CHF 502,153 CHF 99.17% 99.17%
12/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 499,741 CHF 502,241 CHF 99.17% 99.17%
11/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 500,156 CHF 502,656 CHF 99.17% 99.17%
08/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,559 CHF 503,059 CHF 99.17% 99.17%
07/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,077 CHF 503,577 CHF 99.08% 99.08%

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