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% 70.45 % 70.80 % 500,000 500,000 500,000 500,000 354,986 CHF 356,736 CHF 99.38% 99.38%
19/11/2024 0.49% 71.60 % 71.95 % 500,000 500,000 500,000 500,000 357,570 CHF 359,320 CHF 99.38% 99.38%
18/11/2024 0.49% 72.15 % 72.50 % 500,000 500,000 500,000 500,000 359,474 CHF 361,224 CHF 98.90% 98.90%
15/11/2024 0.48% 72.35 % 72.70 % 500,000 500,000 500,000 500,000 363,047 CHF 364,797 CHF 99.36% 99.36%
14/11/2024 0.48% 73.25 % 73.60 % 500,000 500,000 500,000 500,000 367,051 CHF 368,801 CHF 99.37% 99.37%
13/11/2024 0.48% 73.55 % 73.90 % 500,000 500,000 500,000 500,000 360,951 CHF 362,701 CHF 65.04% 65.04%
12/11/2024 0.47% 72.65 % 73.00 % 500,000 500,000 500,000 500,000 369,295 CHF 371,045 CHF 99.16% 99.16%
11/11/2024 0.47% 74.70 % 75.05 % 500,000 500,000 500,000 500,000 369,613 CHF 371,363 CHF 99.37% 99.37%
08/11/2024 0.47% 73.50 % 73.85 % 500,000 500,000 500,000 500,000 369,537 CHF 371,287 CHF 99.37% 99.37%
07/11/2024 0.53% 75.05 % 75.45 % 500,000 500,000 500,000 500,000 376,477 CHF 378,477 CHF 98.56% 98.56%

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