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% 94.80 % 95.30 % 500,000 500,000 500,000 500,000 475,275 CHF 477,771 CHF 99.38% 99.38%
19/11/2024 0.48% 93.65 % 94.10 % 500,000 500,000 500,000 500,000 468,835 CHF 471,091 CHF 99.37% 99.37%
18/11/2024 0.50% 94.05 % 94.50 % 500,000 500,000 500,000 500,000 473,297 CHF 475,654 CHF 98.94% 98.94%
15/11/2024 0.50% 95.10 % 95.60 % 500,000 500,000 500,000 500,000 473,744 CHF 476,120 CHF 99.35% 99.35%
14/11/2024 0.48% 94.30 % 94.75 % 500,000 500,000 500,000 500,000 470,521 CHF 472,771 CHF 99.38% 99.38%
13/11/2024 0.48% 92.60 % 93.05 % 500,000 500,000 500,000 500,000 462,883 CHF 465,133 CHF 65.04% 65.04%
12/11/2024 0.48% 92.70 % 93.15 % 500,000 500,000 500,000 500,000 468,694 CHF 470,944 CHF 99.15% 99.15%
11/11/2024 0.48% 94.35 % 94.80 % 500,000 500,000 500,000 500,000 470,727 CHF 472,977 CHF 99.37% 99.37%
08/11/2024 0.48% 93.60 % 94.05 % 500,000 500,000 500,000 500,000 468,174 CHF 470,424 CHF 99.37% 99.37%
07/11/2024 0.48% 94.05 % 94.50 % 500,000 500,000 500,000 500,000 470,532 CHF 472,782 CHF 98.56% 98.56%

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