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% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 498,873 CHF 501,373 CHF 100.00% 100.00%
19/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 496,518 CHF 499,018 CHF 89.37% 89.37%
18/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 497,222 CHF 499,722 CHF 99.68% 99.68%
15/11/2024 0.50% 99.51 % 100.01 % 500,000 500,000 500,000 500,000 499,201 CHF 501,701 CHF 100.00% 100.00%
14/11/2024 0.50% 100.32 % 100.82 % 500,000 500,000 500,000 500,000 499,855 CHF 502,355 CHF 100.00% 100.00%
13/11/2024 0.50% 98.94 % 99.44 % 500,000 500,000 500,000 499,999 494,530 CHF 497,029 CHF 100.00% 100.00%
12/11/2024 0.50% 99.00 % 99.50 % 500,000 500,000 500,000 500,000 497,240 CHF 499,740 CHF 98.74% 98.74%
11/11/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 501,666 CHF 504,166 CHF 100.00% 100.00%
08/11/2024 0.50% 99.97 % 100.47 % 500,000 500,000 500,000 500,000 501,245 CHF 503,745 CHF 99.82% 99.82%
07/11/2024 0.49% 100.84 % 101.34 % 500,000 500,000 500,000 500,000 505,362 CHF 507,862 CHF 100.00% 100.00%

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