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 0.47% 105.64 % 106.14 % 500,000 500,000 500,000 500,000 528,523 CHF 531,023 CHF 100.00% 100.00%
19/11/2024 0.47% 105.55 % 106.05 % 500,000 500,000 500,000 500,000 527,967 CHF 530,467 CHF 89.36% 89.36%
18/11/2024 0.47% 105.65 % 106.15 % 500,000 500,000 500,000 500,000 528,091 CHF 530,591 CHF 99.66% 99.66%
15/11/2024 0.47% 105.40 % 105.90 % 500,000 500,000 500,000 500,000 527,011 CHF 529,511 CHF 100.00% 100.00%
14/11/2024 0.47% 105.41 % 105.91 % 500,000 500,000 500,000 500,000 526,136 CHF 528,636 CHF 100.00% 100.00%
13/11/2024 0.47% 105.18 % 105.68 % 500,000 500,000 500,000 500,000 525,930 CHF 528,430 CHF 100.00% 100.00%
12/11/2024 0.47% 105.09 % 105.59 % 500,000 500,000 500,000 500,000 526,230 CHF 528,730 CHF 98.73% 98.73%
11/11/2024 0.47% 105.40 % 105.90 % 500,000 500,000 500,000 500,000 527,205 CHF 529,705 CHF 100.00% 100.00%
08/11/2024 0.47% 105.20 % 105.70 % 500,000 500,000 500,000 500,000 526,067 CHF 528,567 CHF 99.85% 99.85%
07/11/2024 0.47% 105.27 % 105.77 % 500,000 500,000 500,000 500,000 526,794 CHF 529,294 CHF 100.00% 100.00%

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