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 0.50% 99.45 % 99.95 % 500,000 500,000 500,000 500,000 497,960 CHF 500,460 CHF 99.38% 99.38%
19/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,503 CHF 500,003 CHF 99.37% 99.37%
18/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 498,748 CHF 501,248 CHF 98.94% 98.94%
15/11/2024 0.50% 99.85 % 100.35 % 500,000 500,000 500,000 500,000 499,637 CHF 502,137 CHF 99.36% 99.36%
14/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 500,799 CHF 503,299 CHF 99.37% 99.37%
13/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 501,293 CHF 503,793 CHF 65.04% 65.04%
12/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,168 CHF 503,668 CHF 99.15% 99.15%
11/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,407 CHF 503,907 CHF 99.38% 99.38%
08/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 500,986 CHF 503,486 CHF 99.38% 99.38%
07/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,324 CHF 503,824 CHF 98.56% 98.56%

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