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% 101.45 % 101.95 % 500,000 500,000 500,000 500,000 507,741 CHF 510,241 CHF 99.38% 99.38%
19/11/2024 0.49% 101.50 % 102.00 % 500,000 500,000 500,000 500,000 507,358 CHF 509,858 CHF 99.38% 99.38%
18/11/2024 0.49% 101.65 % 102.15 % 500,000 500,000 500,000 500,000 508,293 CHF 510,793 CHF 98.94% 98.94%
15/11/2024 0.49% 101.75 % 102.25 % 500,000 500,000 500,000 500,000 508,897 CHF 511,397 CHF 99.34% 99.34%
14/11/2024 0.49% 102.00 % 102.50 % 500,000 500,000 500,000 500,000 509,852 CHF 512,352 CHF 99.37% 99.37%
13/11/2024 0.49% 102.05 % 102.55 % 500,000 500,000 500,000 500,000 510,352 CHF 512,852 CHF 65.03% 65.03%
12/11/2024 0.49% 102.05 % 102.55 % 500,000 500,000 500,000 500,000 510,277 CHF 512,777 CHF 99.14% 99.14%
11/11/2024 0.49% 102.10 % 102.60 % 500,000 500,000 500,000 500,000 510,622 CHF 513,122 CHF 99.38% 99.38%
08/11/2024 0.49% 102.05 % 102.55 % 500,000 500,000 500,000 500,000 510,170 CHF 512,670 CHF 99.37% 99.37%
07/11/2024 0.49% 102.10 % 102.60 % 500,000 500,000 500,000 500,000 510,444 CHF 512,944 CHF 98.56% 98.56%

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