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% 98.35 % 98.85 % 500,000 500,000 500,000 500,000 491,763 CHF 494,263 CHF 99.17% 99.17%
19/11/2024 0.51% 98.30 % 98.80 % 500,000 500,000 500,000 500,000 490,500 CHF 493,000 CHF 99.17% 99.17%
18/11/2024 0.51% 97.80 % 98.30 % 500,000 500,000 500,000 500,000 488,087 CHF 490,587 CHF 99.19% 99.19%
15/11/2024 0.51% 97.25 % 97.75 % 500,000 500,000 500,000 500,000 486,944 CHF 489,444 CHF 99.17% 99.17%
14/11/2024 0.51% 98.30 % 98.80 % 500,000 500,000 500,000 500,000 490,150 CHF 492,650 CHF 99.16% 99.16%
13/11/2024 0.51% 97.80 % 98.30 % 500,000 500,000 500,000 500,000 489,638 CHF 492,138 CHF 99.17% 99.17%
12/11/2024 0.50% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 495,019 CHF 497,519 CHF 99.17% 99.17%
11/11/2024 0.50% 99.45 % 99.95 % 500,000 500,000 500,000 500,000 497,286 CHF 499,786 CHF 99.17% 99.17%
08/11/2024 0.50% 99.00 % 99.50 % 500,000 500,000 500,000 500,000 495,326 CHF 497,826 CHF 99.17% 99.17%
07/11/2024 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 495,791 CHF 498,291 CHF 99.08% 99.08%

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