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 0.31% 100.70 % 101.01 % 500,000 500,000 500,000 500,000 503,553 CHF 505,102 CHF 99.37% 99.37%
19/11/2024 0.31% 100.40 % 100.71 % 500,000 500,000 500,000 500,000 501,571 CHF 503,121 CHF 100.00% 100.00%
18/11/2024 0.31% 100.40 % 100.71 % 500,000 500,000 500,000 500,000 502,227 CHF 503,777 CHF 100.00% 100.00%
15/11/2024 0.31% 100.30 % 100.61 % 500,000 500,000 500,000 500,000 502,693 CHF 504,242 CHF 100.00% 100.00%
14/11/2024 0.31% 100.80 % 101.11 % 500,000 500,000 500,000 500,000 503,930 CHF 505,480 CHF 99.10% 99.10%
13/11/2024 0.31% 101.20 % 101.51 % 500,000 500,000 500,000 500,000 505,227 CHF 506,777 CHF 100.00% 100.00%
12/11/2024 0.31% 101.60 % 101.91 % 500,000 500,000 500,000 500,000 507,216 CHF 508,766 CHF 100.00% 100.00%
11/11/2024 0.31% 99.80 % 100.11 % 500,000 500,000 500,000 500,000 499,271 CHF 500,821 CHF 100.00% 100.00%
08/11/2024 0.31% 99.30 % 99.61 % 500,000 500,000 500,000 500,000 497,476 CHF 499,026 CHF 100.00% 100.00%
07/11/2024 0.31% 99.80 % 100.11 % 500,000 500,000 500,000 500,000 499,887 CHF 501,437 CHF 99.24% 99.24%

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