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 0.49% 81.30 % 81.70 % 500,000 500,000 500,000 500,000 409,477 CHF 411,477 CHF 99.17% 99.17%
19/11/2024 0.49% 82.55 % 82.95 % 500,000 500,000 500,000 500,000 409,150 CHF 411,150 CHF 99.17% 99.17%
18/11/2024 0.48% 83.60 % 84.00 % 500,000 500,000 500,000 500,000 419,220 CHF 421,234 CHF 99.22% 99.22%
15/11/2024 0.48% 84.30 % 84.70 % 500,000 500,000 500,000 500,000 423,132 CHF 425,175 CHF 99.17% 99.17%
14/11/2024 0.48% 83.80 % 84.20 % 500,000 500,000 500,000 500,000 415,805 CHF 417,805 CHF 99.16% 99.16%
13/11/2024 0.48% 83.25 % 83.65 % 500,000 500,000 500,000 500,000 417,596 CHF 419,596 CHF 99.17% 99.17%
12/11/2024 0.51% 84.25 % 84.65 % 500,000 500,000 500,000 500,000 425,101 CHF 427,270 CHF 99.17% 99.17%
11/11/2024 0.51% 88.65 % 89.10 % 500,000 500,000 500,000 500,000 443,894 CHF 446,144 CHF 99.17% 99.17%
08/11/2024 0.51% 87.45 % 87.90 % 500,000 500,000 500,000 500,000 440,993 CHF 443,243 CHF 99.17% 99.17%
07/11/2024 0.50% 90.40 % 90.85 % 500,000 500,000 500,000 500,000 452,824 CHF 455,074 CHF 99.08% 99.08%

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