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 0.49% 102.20 % 102.70 % 500,000 500,000 500,000 500,000 511,102 CHF 513,602 CHF 99.38% 99.38%
19/11/2024 0.49% 101.75 % 102.25 % 500,000 500,000 500,000 500,000 508,887 CHF 511,387 CHF 99.37% 99.37%
18/11/2024 0.49% 102.10 % 102.60 % 500,000 500,000 500,000 500,000 510,618 CHF 513,118 CHF 98.94% 98.94%
15/11/2024 0.49% 102.10 % 102.60 % 500,000 500,000 500,000 500,000 511,069 CHF 513,569 CHF 99.36% 99.36%
14/11/2024 0.49% 102.20 % 102.70 % 500,000 500,000 500,000 500,000 511,605 CHF 514,105 CHF 99.38% 99.38%
13/11/2024 0.49% 102.45 % 102.95 % 500,000 500,000 500,000 500,000 511,936 CHF 514,436 CHF 65.05% 65.05%
12/11/2024 0.49% 102.30 % 102.80 % 500,000 500,000 500,000 500,000 511,108 CHF 513,608 CHF 99.16% 99.16%
11/11/2024 0.49% 102.35 % 102.85 % 500,000 500,000 500,000 500,000 511,581 CHF 514,081 CHF 99.37% 99.37%
08/11/2024 0.49% 102.30 % 102.80 % 500,000 500,000 500,000 500,000 510,940 CHF 513,440 CHF 99.37% 99.37%
07/11/2024 0.49% 102.20 % 102.70 % 500,000 500,000 500,000 500,000 511,730 CHF 514,230 CHF 98.56% 98.56%

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