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 0.91% 88.10 % 88.90 % 500,000 500,000 500,000 500,000 438,904 CHF 442,904 CHF 97.95% 97.95%
19/11/2024 0.93% 86.90 % 87.70 % 500,000 500,000 500,000 500,000 430,190 CHF 434,190 CHF 100.00% 100.00%
18/11/2024 0.92% 85.70 % 86.50 % 500,000 500,000 500,000 500,000 430,720 CHF 434,720 CHF 100.00% 100.00%
15/11/2024 0.91% 86.60 % 87.40 % 500,000 500,000 500,000 500,000 435,479 CHF 439,479 CHF 100.00% 100.00%
14/11/2024 0.89% 89.50 % 90.30 % 500,000 500,000 500,000 500,000 449,081 CHF 453,081 CHF 100.00% 100.00%
13/11/2024 0.90% 89.70 % 90.50 % 500,000 500,000 500,000 500,000 444,318 CHF 448,318 CHF 100.00% 100.00%
12/11/2024 0.88% 89.30 % 90.10 % 500,000 500,000 500,000 499,958 450,304 CHF 454,265 CHF 100.00% 100.00%
11/11/2024 0.87% 91.60 % 92.40 % 500,000 500,000 500,000 500,000 455,763 CHF 459,763 CHF 100.00% 100.00%
08/11/2024 0.89% 89.70 % 90.50 % 500,000 500,000 500,000 500,000 446,305 CHF 450,305 CHF 100.00% 100.00%
07/11/2024 0.89% 88.90 % 89.70 % 500,000 500,000 500,000 500,000 445,504 CHF 449,504 CHF 99.23% 99.23%

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