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% 93.75 % 94.20 % 500,000 500,000 500,000 500,000 472,333 CHF 474,661 CHF 99.38% 99.38%
19/11/2024 0.48% 94.00 % 94.45 % 500,000 500,000 500,000 500,000 469,941 CHF 472,225 CHF 99.37% 99.37%
18/11/2024 0.51% 94.95 % 95.45 % 500,000 500,000 500,000 500,000 474,245 CHF 476,674 CHF 98.94% 98.94%
15/11/2024 0.52% 95.35 % 95.85 % 500,000 500,000 500,000 500,000 478,296 CHF 480,796 CHF 99.34% 99.34%
14/11/2024 0.52% 96.15 % 96.65 % 500,000 500,000 500,000 500,000 479,016 CHF 481,516 CHF 99.37% 99.37%
13/11/2024 0.52% 95.75 % 96.25 % 500,000 500,000 500,000 500,000 478,717 CHF 481,217 CHF 65.04% 65.04%
12/11/2024 0.51% 96.20 % 96.70 % 500,000 500,000 500,000 500,000 485,569 CHF 488,069 CHF 99.15% 99.15%
11/11/2024 0.51% 97.75 % 98.25 % 500,000 500,000 500,000 500,000 488,936 CHF 491,436 CHF 99.37% 99.37%
08/11/2024 0.51% 96.80 % 97.30 % 500,000 500,000 500,000 500,000 485,379 CHF 487,879 CHF 99.37% 99.37%
07/11/2024 0.51% 98.10 % 98.60 % 500,000 500,000 500,000 500,000 488,704 CHF 491,204 CHF 98.56% 98.56%

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