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
25/11/2024 0.48% 73.60 % 73.95 % 500,000 500,000 500,000 500,000 365,621 CHF 367,371 CHF 99.17% 99.17%
22/11/2024 0.48% 73.20 % 73.55 % 500,000 500,000 500,000 500,000 364,326 CHF 366,076 CHF 99.17% 99.17%
20/11/2024 0.47% 73.45 % 73.80 % 500,000 500,000 500,000 500,000 368,752 CHF 370,502 CHF 99.17% 99.17%
19/11/2024 0.48% 73.35 % 73.70 % 500,000 500,000 500,000 500,000 364,280 CHF 366,030 CHF 99.17% 99.17%
18/11/2024 0.47% 75.35 % 75.75 % 500,000 500,000 500,000 500,000 372,159 CHF 373,928 CHF 99.22% 99.22%
15/11/2024 0.52% 75.35 % 75.75 % 500,000 500,000 500,000 500,000 380,020 CHF 382,020 CHF 99.17% 99.17%
14/11/2024 0.52% 76.95 % 77.35 % 500,000 500,000 500,000 500,000 380,236 CHF 382,227 CHF 99.12% 99.12%
13/11/2024 0.50% 88.30 % 88.75 % 500,000 500,000 500,000 500,000 445,784 CHF 448,034 CHF 99.17% 99.17%
12/11/2024 - 91.80 % 92.25 % 500,000 500,000 0 0 0 CHF 0 CHF 0.00% 0.00%
11/11/2024 0.48% 92.35 % 92.80 % 500,000 500,000 499,994 500,000 463,334 CHF 465,590 CHF 99.17% 99.17%

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