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% 95.20 % 95.70 % 500,000 500,000 500,000 500,000 479,359 CHF 481,859 CHF 99.38% 99.38%
19/11/2024 0.52% 95.55 % 96.05 % 500,000 500,000 500,000 500,000 477,193 CHF 479,692 CHF 99.37% 99.37%
18/11/2024 0.52% 96.35 % 96.85 % 500,000 500,000 500,000 500,000 481,225 CHF 483,725 CHF 99.37% 99.37%
15/11/2024 0.52% 95.70 % 96.20 % 500,000 500,000 500,000 500,000 475,937 CHF 478,437 CHF 99.37% 99.37%
14/11/2024 0.49% 94.80 % 95.30 % 500,000 500,000 500,000 500,000 473,560 CHF 475,904 CHF 99.38% 99.38%
13/11/2024 0.48% 94.55 % 95.00 % 500,000 500,000 500,000 500,000 470,396 CHF 472,650 CHF 99.38% 99.38%
12/11/2024 0.48% 94.05 % 94.50 % 500,000 500,000 500,000 500,000 468,048 CHF 470,298 CHF 99.38% 99.38%
11/11/2024 0.48% 94.25 % 94.70 % 500,000 500,000 500,000 500,000 469,122 CHF 471,372 CHF 99.38% 99.38%
08/11/2024 0.48% 93.15 % 93.60 % 500,000 500,000 500,000 500,000 463,227 CHF 465,477 CHF 99.35% 99.35%
07/11/2024 0.51% 93.10 % 93.55 % 500,000 500,000 500,000 500,000 472,900 CHF 475,296 CHF 98.80% 98.80%

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