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% 89.30 % 89.75 % 500,000 500,000 500,000 500,000 441,945 CHF 444,195 CHF 99.17% 99.17%
19/11/2024 0.51% 88.10 % 88.55 % 500,000 500,000 500,000 500,000 442,622 CHF 444,872 CHF 99.17% 99.17%
18/11/2024 0.50% 89.50 % 89.95 % 500,000 500,000 500,000 500,000 445,626 CHF 447,876 CHF 99.20% 99.20%
15/11/2024 0.49% 90.70 % 91.15 % 500,000 500,000 500,000 500,000 460,108 CHF 462,358 CHF 99.17% 99.17%
14/11/2024 0.48% 93.90 % 94.35 % 500,000 500,000 500,000 500,000 470,680 CHF 472,930 CHF 99.16% 99.16%
13/11/2024 0.48% 94.70 % 95.15 % 500,000 500,000 500,000 500,000 472,804 CHF 475,070 CHF 99.17% 99.17%
12/11/2024 0.52% 95.65 % 96.15 % 500,000 500,000 500,000 500,000 481,716 CHF 484,216 CHF 99.17% 99.17%
11/11/2024 0.51% 96.95 % 97.45 % 500,000 500,000 500,000 500,000 486,269 CHF 488,769 CHF 99.17% 99.17%
08/11/2024 0.52% 96.60 % 97.10 % 500,000 500,000 500,000 500,000 483,139 CHF 485,639 CHF 99.17% 99.17%
07/11/2024 0.52% 96.65 % 97.15 % 500,000 500,000 500,000 500,000 482,646 CHF 485,146 CHF 99.08% 99.08%

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