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 0.99% 100.30 % 101.30 % 500,000 500,000 500,000 500,000 501,581 CHF 506,581 CHF 100.00% 100.00%
22/11/2024 0.99% 100.70 % 101.70 % 500,000 500,000 500,000 500,000 502,907 CHF 507,907 CHF 100.00% 100.00%
20/11/2024 0.80% 99.50 % 100.30 % 500,000 500,000 500,000 500,000 498,434 CHF 502,434 CHF 98.58% 98.58%
19/11/2024 1.01% 98.90 % 99.90 % 500,000 500,000 500,000 500,000 494,245 CHF 499,245 CHF 100.00% 100.00%
18/11/2024 1.00% 99.60 % 100.60 % 500,000 500,000 500,000 500,000 497,967 CHF 502,967 CHF 99.01% 99.01%
15/11/2024 0.79% 100.20 % 101.00 % 500,000 500,000 500,000 500,000 501,868 CHF 505,868 CHF 99.38% 99.38%
14/11/2024 0.80% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 499,814 CHF 503,814 CHF 99.92% 99.92%
13/11/2024 1.00% 99.20 % 100.20 % 500,000 500,000 500,000 500,000 496,071 CHF 501,071 CHF 99.61% 99.61%
12/11/2024 1.00% 99.80 % 100.80 % 500,000 500,000 500,000 500,000 499,953 CHF 504,953 CHF 100.00% 100.00%
11/11/2024 0.79% 100.80 % 101.60 % 500,000 500,000 500,000 500,000 504,110 CHF 508,110 CHF 100.00% 100.00%

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