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% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 497,078 CHF 499,578 CHF 99.17% 99.17%
19/11/2024 0.50% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 496,424 CHF 498,924 CHF 99.17% 99.17%
18/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,345 CHF 499,845 CHF 99.20% 99.20%
15/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,392 CHF 499,892 CHF 99.17% 99.17%
14/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 496,599 CHF 499,099 CHF 99.13% 99.13%
13/11/2024 0.50% 99.15 % 99.65 % 500,000 500,000 500,000 500,000 495,898 CHF 498,398 CHF 99.17% 99.17%
12/11/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 495,787 CHF 498,287 CHF 99.17% 99.17%
11/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 498,497 CHF 500,997 CHF 99.17% 99.17%
08/11/2024 0.50% 99.55 % 100.05 % 500,000 500,000 500,000 500,000 496,934 CHF 499,434 CHF 99.17% 99.17%
07/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 496,779 CHF 499,279 CHF 99.06% 99.06%

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