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% 90.95 % 91.40 % 500,000 500,000 500,000 500,000 457,566 CHF 459,816 CHF 99.17% 99.17%
19/11/2024 0.49% 91.15 % 91.60 % 500,000 500,000 500,000 500,000 453,778 CHF 456,028 CHF 99.17% 99.17%
18/11/2024 0.49% 91.00 % 91.45 % 500,000 500,000 500,000 500,000 454,167 CHF 456,417 CHF 99.20% 99.20%
15/11/2024 0.49% 90.85 % 91.30 % 500,000 500,000 500,000 500,000 456,896 CHF 459,146 CHF 99.17% 99.17%
14/11/2024 0.49% 92.35 % 92.80 % 500,000 500,000 500,000 500,000 458,518 CHF 460,768 CHF 99.13% 99.13%
13/11/2024 0.50% 90.55 % 91.00 % 500,000 500,000 500,000 500,000 452,311 CHF 454,561 CHF 99.17% 99.17%
12/11/2024 0.49% 90.80 % 91.25 % 500,000 500,000 500,000 500,000 456,430 CHF 458,680 CHF 99.17% 99.17%
11/11/2024 0.48% 92.65 % 93.10 % 500,000 500,000 500,000 500,000 463,576 CHF 465,826 CHF 99.17% 99.17%
08/11/2024 0.49% 92.25 % 92.70 % 500,000 500,000 500,000 500,000 462,548 CHF 464,798 CHF 99.17% 99.17%
07/11/2024 0.48% 93.45 % 93.90 % 500,000 500,000 500,000 500,000 469,837 CHF 472,087 CHF 99.06% 99.06%

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