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 0.48% 82.00 % 82.40 % 500,000 500,000 500,000 500,000 411,419 CHF 413,419 CHF 99.38% 99.38%
19/11/2024 0.48% 82.15 % 82.55 % 500,000 500,000 500,000 500,000 412,119 CHF 414,119 CHF 99.38% 99.38%
18/11/2024 0.48% 84.05 % 84.45 % 500,000 500,000 500,000 500,000 419,659 CHF 421,659 CHF 98.95% 98.95%
15/11/2024 0.48% 83.35 % 83.75 % 500,000 500,000 500,000 500,000 419,248 CHF 421,248 CHF 99.36% 99.36%
14/11/2024 0.49% 84.60 % 85.00 % 500,000 500,000 500,000 500,000 420,825 CHF 422,881 CHF 99.38% 99.38%
13/11/2024 0.48% 83.45 % 83.85 % 500,000 500,000 500,000 500,000 417,271 CHF 419,271 CHF 65.04% 65.04%
12/11/2024 0.47% 83.70 % 84.10 % 500,000 500,000 500,000 500,000 420,083 CHF 422,083 CHF 99.16% 99.16%
11/11/2024 0.53% 84.95 % 85.40 % 500,000 500,000 500,000 500,000 426,297 CHF 428,547 CHF 99.38% 99.38%
08/11/2024 0.53% 84.95 % 85.40 % 500,000 500,000 500,000 500,000 425,884 CHF 428,134 CHF 99.37% 99.37%
07/11/2024 0.52% 85.55 % 86.00 % 500,000 500,000 500,000 500,000 428,926 CHF 431,176 CHF 98.56% 98.56%

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