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% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,506 CHF 503,006 CHF 99.38% 99.38%
19/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,407 CHF 501,907 CHF 99.38% 99.38%
18/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 499,640 CHF 502,140 CHF 98.95% 98.95%
15/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 499,988 CHF 502,488 CHF 99.36% 99.36%
14/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,520 CHF 503,020 CHF 99.37% 99.37%
13/11/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 500,767 CHF 503,267 CHF 65.05% 65.05%
12/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,588 CHF 504,088 CHF 99.15% 99.15%
11/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 501,918 CHF 504,418 CHF 99.38% 99.38%
08/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,487 CHF 503,987 CHF 99.37% 99.37%
07/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,775 CHF 504,275 CHF 98.56% 98.56%

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