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 0.30% 100.60 % 100.90 % 500,000 500,000 500,000 500,000 503,214 CHF 504,714 CHF 99.37% 99.37%
19/11/2024 0.30% 100.20 % 100.50 % 500,000 500,000 500,000 500,000 501,668 CHF 503,168 CHF 100.00% 100.00%
18/11/2024 0.30% 100.60 % 100.90 % 500,000 500,000 500,000 500,000 502,593 CHF 504,093 CHF 100.00% 100.00%
15/11/2024 0.30% 100.70 % 101.00 % 500,000 500,000 500,000 500,000 503,768 CHF 505,268 CHF 100.00% 100.00%
14/11/2024 0.30% 101.00 % 101.30 % 500,000 500,000 500,000 500,000 504,186 CHF 505,686 CHF 99.10% 99.10%
13/11/2024 0.30% 100.50 % 100.80 % 500,000 500,000 500,000 500,000 501,288 CHF 502,788 CHF 100.00% 100.00%
12/11/2024 0.30% 100.60 % 100.90 % 500,000 500,000 500,000 500,000 504,076 CHF 505,576 CHF 100.00% 100.00%
11/11/2024 0.30% 100.90 % 101.20 % 500,000 500,000 500,000 500,000 504,392 CHF 505,892 CHF 100.00% 100.00%
08/11/2024 0.30% 100.80 % 101.10 % 500,000 500,000 500,000 500,000 503,899 CHF 505,399 CHF 100.00% 100.00%
07/11/2024 0.30% 100.70 % 101.00 % 500,000 500,000 500,000 500,000 503,351 CHF 504,851 CHF 99.23% 99.23%

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