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% 99.10 % 99.40 % 500,000 500,000 500,000 500,000 497,386 CHF 498,886 CHF 99.37% 99.37%
19/11/2024 0.50% 98.90 % 99.40 % 500,000 500,000 500,000 500,000 493,912 CHF 496,412 CHF 100.00% 100.00%
18/11/2024 0.50% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 496,633 CHF 499,133 CHF 100.00% 100.00%
15/11/2024 0.30% 99.80 % 100.10 % 500,000 500,000 500,000 500,000 500,185 CHF 501,685 CHF 100.00% 100.00%
14/11/2024 0.30% 100.30 % 100.60 % 500,000 500,000 500,000 500,000 501,512 CHF 503,012 CHF 99.10% 99.10%
13/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,142 CHF 501,642 CHF 100.00% 100.00%
12/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 501,378 CHF 503,878 CHF 100.00% 100.00%
11/11/2024 0.50% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 502,381 CHF 504,881 CHF 100.00% 100.00%
08/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 499,589 CHF 502,089 CHF 100.00% 100.00%
07/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,136 CHF 502,636 CHF 99.23% 99.23%

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