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 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,864 CHF 502,364 CHF 99.38% 99.38%
19/11/2024 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 494,747 CHF 497,247 CHF 99.37% 99.37%
18/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 497,237 CHF 499,737 CHF 99.37% 99.37%
15/11/2024 0.50% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 498,568 CHF 501,068 CHF 99.38% 99.38%
14/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 501,272 CHF 503,772 CHF 99.38% 99.38%
13/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 501,469 CHF 503,969 CHF 99.38% 99.38%
12/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 502,515 CHF 505,015 CHF 99.38% 99.38%
11/11/2024 0.49% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 504,224 CHF 506,724 CHF 99.37% 99.37%
08/11/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,830 CHF 507,330 CHF 99.25% 99.25%
07/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 504,102 CHF 506,602 CHF 98.80% 98.80%

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