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 0.48% 51.65 % 51.90 % 500,000 500,000 500,000 500,000 259,240 CHF 260,490 CHF 99.38% 99.38%
19/11/2024 0.48% 51.70 % 51.95 % 500,000 500,000 500,000 500,000 259,038 CHF 260,288 CHF 99.37% 99.37%
18/11/2024 0.50% 54.70 % 54.95 % 500,000 500,000 500,000 500,000 274,501 CHF 275,875 CHF 98.90% 98.90%
15/11/2024 0.54% 55.40 % 55.70 % 500,000 500,000 500,000 500,000 278,143 CHF 279,641 CHF 99.35% 99.35%
14/11/2024 0.52% 57.20 % 57.50 % 500,000 500,000 500,000 500,000 290,519 CHF 292,019 CHF 99.37% 99.37%
13/11/2024 0.50% 59.05 % 59.35 % 500,000 500,000 500,000 500,000 297,922 CHF 299,422 CHF 65.05% 65.05%
12/11/2024 0.48% 60.90 % 61.20 % 500,000 500,000 500,000 500,000 312,275 CHF 313,775 CHF 99.15% 99.15%
11/11/2024 0.48% 63.40 % 63.70 % 500,000 500,000 500,000 500,000 310,781 CHF 312,281 CHF 99.37% 99.37%
08/11/2024 0.51% 60.25 % 60.55 % 500,000 500,000 500,000 500,000 292,212 CHF 293,712 CHF 99.37% 99.37%
07/11/2024 0.54% 56.25 % 56.55 % 500,000 500,000 500,000 500,000 278,768 CHF 280,268 CHF 98.56% 98.56%

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