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 % 500,000 500,000 500,000 500,000 497,793 CHF 500,293 CHF 99.38% 99.38%
19/11/2024 0.50% 99.85 % 100.35 % 500,000 500,000 500,000 500,000 500,261 CHF 502,761 CHF 99.37% 99.37%
18/11/2024 0.50% 100.35 % 100.85 % 500,000 500,000 500,000 500,000 503,625 CHF 506,125 CHF 99.37% 99.37%
15/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 504,406 CHF 506,906 CHF 99.38% 99.38%
14/11/2024 0.49% 101.55 % 102.05 % 500,000 500,000 500,000 500,000 509,550 CHF 512,050 CHF 99.38% 99.38%
13/11/2024 0.49% 102.40 % 102.90 % 500,000 500,000 500,000 500,000 511,099 CHF 513,599 CHF 99.10% 99.10%
12/11/2024 0.49% 102.30 % 102.80 % 500,000 500,000 500,000 500,000 512,412 CHF 514,912 CHF 99.38% 99.38%
11/11/2024 0.49% 102.55 % 103.05 % 500,000 500,000 500,000 500,000 512,605 CHF 515,105 CHF 99.37% 99.37%
08/11/2024 0.49% 102.40 % 102.90 % 500,000 500,000 500,000 500,000 511,232 CHF 513,732 CHF 99.35% 99.35%
07/11/2024 0.49% 102.30 % 102.80 % 500,000 500,000 500,000 500,000 511,550 CHF 514,050 CHF 98.79% 98.79%

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