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 0.80% 99.90 % 100.70 % 500,000 500,000 500,000 500,000 500,270 CHF 504,270 CHF 98.58% 98.58%
19/11/2024 0.80% 100.00 % 100.80 % 500,000 500,000 500,000 500,000 499,563 CHF 503,563 CHF 100.00% 100.00%
18/11/2024 0.79% 100.90 % 101.70 % 500,000 500,000 500,000 500,000 504,076 CHF 508,076 CHF 100.00% 100.00%
15/11/2024 0.80% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 500,949 CHF 504,949 CHF 100.00% 100.00%
14/11/2024 0.80% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 499,608 CHF 503,608 CHF 100.00% 100.00%
13/11/2024 0.80% 99.50 % 100.30 % 500,000 500,000 500,000 500,000 496,731 CHF 500,731 CHF 100.00% 100.00%
12/11/2024 0.79% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 501,860 CHF 505,860 CHF 100.00% 100.00%
11/11/2024 0.79% 101.20 % 102.00 % 500,000 500,000 500,000 500,000 505,347 CHF 509,347 CHF 100.00% 100.00%
08/11/2024 0.79% 101.10 % 101.90 % 500,000 500,000 500,000 500,000 505,754 CHF 509,754 CHF 100.00% 100.00%
07/11/2024 0.78% 102.10 % 102.90 % 500,000 500,000 500,000 500,000 510,589 CHF 514,589 CHF 99.23% 99.23%

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