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 0.84% 93.80 % 94.60 % 500,000 500,000 500,000 500,000 471,422 CHF 475,422 CHF 99.37% 99.37%
19/11/2024 0.85% 94.10 % 94.90 % 500,000 500,000 500,000 500,000 469,299 CHF 473,299 CHF 100.00% 100.00%
18/11/2024 0.85% 93.80 % 94.60 % 500,000 500,000 500,000 500,000 468,314 CHF 472,314 CHF 100.00% 100.00%
15/11/2024 1.06% 93.60 % 94.60 % 500,000 500,000 500,000 500,000 469,533 CHF 474,533 CHF 100.00% 100.00%
14/11/2024 0.84% 95.00 % 95.80 % 500,000 500,000 500,000 500,000 471,705 CHF 475,705 CHF 99.10% 99.10%
13/11/2024 0.85% 93.40 % 94.20 % 500,000 500,000 500,000 500,000 466,686 CHF 470,686 CHF 99.27% 99.27%
12/11/2024 0.85% 93.40 % 94.20 % 500,000 500,000 500,000 500,000 468,674 CHF 472,674 CHF 100.00% 100.00%
11/11/2024 0.84% 94.90 % 95.70 % 500,000 500,000 500,000 500,000 475,335 CHF 479,335 CHF 100.00% 100.00%
08/11/2024 0.84% 94.40 % 95.20 % 500,000 500,000 500,000 500,000 472,425 CHF 476,425 CHF 100.00% 100.00%
07/11/2024 0.83% 95.30 % 96.10 % 500,000 500,000 500,000 500,000 477,987 CHF 481,987 CHF 99.23% 99.23%

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