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 0.50% 100.75 % 101.25 % 500,000 500,000 500,000 500,000 503,540 CHF 506,040 CHF 99.17% 99.17%
19/11/2024 0.50% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,083 CHF 505,583 CHF 99.17% 99.17%
18/11/2024 0.50% 100.65 % 101.15 % 500,000 500,000 500,000 500,000 503,317 CHF 505,817 CHF 99.19% 99.19%
15/11/2024 0.50% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,269 CHF 505,769 CHF 99.17% 99.17%
14/11/2024 0.50% 100.65 % 101.15 % 500,000 500,000 500,000 500,000 503,174 CHF 505,674 CHF 99.13% 99.13%
13/11/2024 0.50% 100.55 % 101.05 % 500,000 500,000 500,000 500,000 502,844 CHF 505,344 CHF 99.17% 99.17%
12/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 502,342 CHF 504,842 CHF 99.17% 99.17%
11/11/2024 0.49% 100.65 % 101.15 % 500,000 500,000 500,000 500,000 503,844 CHF 506,344 CHF 99.17% 99.17%
08/11/2024 0.50% 100.85 % 101.35 % 500,000 500,000 500,000 500,000 503,744 CHF 506,244 CHF 99.17% 99.17%
07/11/2024 0.50% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,678 CHF 506,178 CHF 99.06% 99.06%

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