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 0.52% 85.70 % 86.15 % 500,000 500,000 500,000 500,000 431,582 CHF 433,832 CHF 99.38% 99.38%
19/11/2024 0.52% 85.95 % 86.40 % 500,000 500,000 500,000 500,000 430,230 CHF 432,480 CHF 99.37% 99.37%
18/11/2024 0.51% 85.60 % 86.05 % 500,000 500,000 500,000 500,000 437,244 CHF 439,494 CHF 98.87% 98.87%
15/11/2024 0.50% 88.75 % 89.20 % 500,000 500,000 500,000 500,000 449,595 CHF 451,845 CHF 99.36% 99.36%
14/11/2024 0.49% 91.35 % 91.80 % 500,000 500,000 500,000 500,000 457,661 CHF 459,911 CHF 99.37% 99.37%
13/11/2024 0.49% 90.95 % 91.40 % 500,000 500,000 500,000 500,000 455,349 CHF 457,599 CHF 65.05% 65.05%
12/11/2024 0.49% 90.75 % 91.20 % 500,000 500,000 500,000 500,000 454,461 CHF 456,711 CHF 99.14% 99.14%
11/11/2024 0.49% 91.30 % 91.75 % 500,000 500,000 500,000 500,000 456,648 CHF 458,898 CHF 99.37% 99.37%
08/11/2024 0.49% 91.30 % 91.75 % 500,000 500,000 500,000 500,000 457,011 CHF 459,261 CHF 99.37% 99.37%
07/11/2024 0.49% 91.65 % 92.10 % 500,000 500,000 500,000 500,000 458,188 CHF 460,438 CHF 98.56% 98.56%

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