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% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 505,683 CHF 508,183 CHF 99.38% 99.38%
19/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,193 CHF 504,693 CHF 99.37% 99.37%
18/11/2024 0.50% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 502,808 CHF 505,308 CHF 98.94% 98.94%
15/11/2024 0.50% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 503,510 CHF 506,010 CHF 99.35% 99.35%
14/11/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,605 CHF 507,105 CHF 99.38% 99.38%
13/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 505,131 CHF 507,631 CHF 65.04% 65.04%
12/11/2024 0.49% 101.10 % 101.60 % 500,000 500,000 500,000 500,000 507,013 CHF 509,513 CHF 99.15% 99.15%
11/11/2024 0.49% 101.65 % 102.15 % 500,000 500,000 500,000 500,000 508,215 CHF 510,715 CHF 99.38% 99.38%
08/11/2024 0.49% 101.40 % 101.90 % 500,000 500,000 500,000 500,000 507,050 CHF 509,550 CHF 99.38% 99.38%
07/11/2024 0.49% 101.45 % 101.95 % 500,000 500,000 500,000 500,000 507,655 CHF 510,155 CHF 98.56% 98.56%

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