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 0.52% 94.75 % 95.20 % 500,000 500,000 500,000 500,000 474,563 CHF 477,016 CHF 99.38% 99.38%
19/11/2024 0.50% 94.70 % 95.15 % 500,000 500,000 500,000 500,000 474,475 CHF 476,868 CHF 99.37% 99.37%
18/11/2024 0.52% 95.25 % 95.75 % 500,000 500,000 500,000 500,000 475,940 CHF 478,440 CHF 99.37% 99.37%
15/11/2024 0.52% 95.85 % 96.35 % 500,000 500,000 500,000 500,000 478,566 CHF 481,066 CHF 99.38% 99.38%
14/11/2024 0.52% 95.45 % 95.95 % 500,000 500,000 500,000 500,000 476,220 CHF 478,720 CHF 99.38% 99.38%
13/11/2024 0.52% 95.15 % 95.65 % 500,000 500,000 500,000 500,000 476,745 CHF 479,245 CHF 99.38% 99.38%
12/11/2024 0.52% 95.35 % 95.85 % 500,000 500,000 500,000 500,000 477,005 CHF 479,505 CHF 99.38% 99.38%
11/11/2024 0.52% 95.60 % 96.10 % 500,000 500,000 500,000 500,000 478,421 CHF 480,921 CHF 99.37% 99.37%
08/11/2024 0.52% 95.65 % 96.15 % 500,000 500,000 500,000 500,000 477,554 CHF 480,054 CHF 99.36% 99.36%
07/11/2024 0.52% 95.60 % 96.10 % 500,000 500,000 500,000 500,000 477,472 CHF 479,972 CHF 98.80% 98.80%

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