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% 104.14 % 104.64 % 500,000 500,000 500,000 500,000 521,055 CHF 523,555 CHF 100.00% 100.00%
19/11/2024 0.48% 104.28 % 104.78 % 500,000 500,000 500,000 500,000 521,381 CHF 523,881 CHF 89.36% 89.36%
18/11/2024 0.48% 104.30 % 104.80 % 500,000 500,000 500,000 500,000 521,565 CHF 524,065 CHF 99.67% 99.67%
15/11/2024 0.48% 104.29 % 104.79 % 500,000 500,000 500,000 500,000 521,409 CHF 523,909 CHF 100.00% 100.00%
14/11/2024 0.48% 104.32 % 104.82 % 500,000 500,000 500,000 500,000 521,546 CHF 524,046 CHF 100.00% 100.00%
13/11/2024 0.48% 104.09 % 104.59 % 500,000 500,000 500,000 500,000 520,723 CHF 523,223 CHF 100.00% 100.00%
12/11/2024 0.48% 104.22 % 104.72 % 500,000 500,000 500,000 500,000 521,238 CHF 523,738 CHF 98.72% 98.72%
11/11/2024 0.48% 104.46 % 104.96 % 500,000 500,000 500,000 500,000 522,801 CHF 525,301 CHF 100.00% 100.00%
08/11/2024 0.48% 104.72 % 105.22 % 500,000 500,000 500,000 500,000 523,484 CHF 525,984 CHF 99.83% 99.83%
07/11/2024 0.48% 104.68 % 105.18 % 500,000 500,000 500,000 500,000 523,473 CHF 525,973 CHF 100.00% 100.00%

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