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% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 506,220 CHF 508,720 CHF 99.17% 99.17%
19/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 506,250 CHF 508,750 CHF 99.17% 99.17%
18/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 506,250 CHF 508,750 CHF 99.22% 99.22%
15/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 506,250 CHF 508,750 CHF 99.17% 99.17%
14/11/2024 0.49% 101.30 % 101.80 % 500,000 500,000 500,000 500,000 506,486 CHF 508,986 CHF 99.16% 99.16%
13/11/2024 0.49% 101.30 % 101.80 % 500,000 500,000 500,000 500,000 506,532 CHF 509,032 CHF 99.17% 99.17%
12/11/2024 0.49% 101.35 % 101.85 % 500,000 500,000 500,000 500,000 506,750 CHF 509,250 CHF 99.17% 99.17%
11/11/2024 0.49% 101.35 % 101.85 % 500,000 500,000 500,000 500,000 506,750 CHF 509,250 CHF 99.17% 99.17%
08/11/2024 0.49% 101.40 % 101.90 % 500,000 500,000 500,000 500,000 507,000 CHF 509,500 CHF 99.17% 99.17%
07/11/2024 0.49% 101.40 % 101.90 % 500,000 500,000 500,000 500,000 507,000 CHF 509,500 CHF 99.08% 99.08%

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