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 0.51% 97.20 % 97.70 % 500,000 500,000 500,000 500,000 487,124 CHF 489,624 CHF 99.17% 99.17%
19/11/2024 0.51% 97.25 % 97.75 % 500,000 500,000 500,000 500,000 485,348 CHF 487,848 CHF 99.17% 99.17%
18/11/2024 0.51% 97.15 % 97.65 % 500,000 500,000 500,000 500,000 485,749 CHF 488,249 CHF 99.19% 99.19%
15/11/2024 0.51% 97.10 % 97.60 % 500,000 500,000 500,000 500,000 486,228 CHF 488,728 CHF 99.17% 99.17%
14/11/2024 0.51% 97.65 % 98.15 % 500,000 500,000 500,000 500,000 487,124 CHF 489,624 CHF 99.13% 99.13%
13/11/2024 0.51% 97.00 % 97.50 % 500,000 500,000 500,000 500,000 484,868 CHF 487,368 CHF 99.17% 99.17%
12/11/2024 0.51% 97.10 % 97.60 % 500,000 500,000 500,000 500,000 486,496 CHF 488,996 CHF 99.17% 99.17%
11/11/2024 0.51% 97.85 % 98.35 % 500,000 500,000 500,000 500,000 489,172 CHF 491,672 CHF 99.17% 99.17%
08/11/2024 0.51% 97.70 % 98.20 % 500,000 500,000 500,000 500,000 489,106 CHF 491,606 CHF 99.17% 99.17%
07/11/2024 0.51% 98.25 % 98.75 % 500,000 500,000 500,000 500,000 492,107 CHF 494,607 CHF 99.06% 99.06%

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