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 0.49% 101.30 % 101.80 % 500,000 500,000 500,000 500,000 507,784 CHF 510,284 CHF 99.38% 99.38%
19/11/2024 0.49% 101.50 % 102.00 % 500,000 500,000 500,000 500,000 507,412 CHF 509,912 CHF 99.37% 99.37%
18/11/2024 0.49% 101.55 % 102.05 % 500,000 500,000 500,000 500,000 507,563 CHF 510,063 CHF 98.94% 98.94%
15/11/2024 0.49% 101.60 % 102.10 % 500,000 500,000 500,000 500,000 508,212 CHF 510,712 CHF 99.34% 99.34%
14/11/2024 0.49% 101.70 % 102.20 % 500,000 500,000 500,000 500,000 508,289 CHF 510,789 CHF 99.37% 99.37%
13/11/2024 0.49% 101.70 % 102.20 % 500,000 500,000 500,000 500,000 507,943 CHF 510,443 CHF 65.04% 65.04%
12/11/2024 0.49% 101.55 % 102.05 % 500,000 500,000 500,000 500,000 509,047 CHF 511,547 CHF 99.14% 99.14%
11/11/2024 0.49% 101.90 % 102.40 % 500,000 500,000 500,000 500,000 509,696 CHF 512,196 CHF 99.37% 99.37%
08/11/2024 0.49% 101.85 % 102.35 % 500,000 500,000 500,000 500,000 509,220 CHF 511,720 CHF 99.37% 99.37%
07/11/2024 0.49% 101.90 % 102.40 % 500,000 500,000 500,000 500,000 509,053 CHF 511,553 CHF 98.56% 98.56%

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