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% 87.00 % 87.45 % 500,000 500,000 500,000 500,000 439,889 CHF 442,139 CHF 99.38% 99.38%
19/11/2024 0.51% 87.35 % 87.80 % 500,000 500,000 500,000 500,000 436,957 CHF 439,207 CHF 99.38% 99.38%
18/11/2024 0.51% 88.70 % 89.15 % 500,000 500,000 500,000 500,000 442,945 CHF 445,195 CHF 98.94% 98.94%
15/11/2024 0.50% 89.40 % 89.85 % 500,000 500,000 500,000 500,000 449,358 CHF 451,608 CHF 99.36% 99.36%
14/11/2024 0.50% 90.60 % 91.05 % 500,000 500,000 500,000 500,000 450,535 CHF 452,785 CHF 99.38% 99.38%
13/11/2024 0.50% 90.00 % 90.45 % 500,000 500,000 500,000 499,919 450,368 CHF 452,544 CHF 65.04% 65.04%
12/11/2024 0.49% 90.85 % 91.30 % 500,000 500,000 500,000 500,000 461,042 CHF 463,292 CHF 99.16% 99.16%
11/11/2024 0.48% 93.20 % 93.65 % 500,000 500,000 500,000 499,996 466,469 CHF 468,715 CHF 99.37% 99.37%
08/11/2024 0.49% 91.65 % 92.10 % 500,000 500,000 500,000 500,000 460,460 CHF 462,710 CHF 99.37% 99.37%
07/11/2024 0.48% 93.80 % 94.25 % 500,000 500,000 500,000 500,000 466,128 CHF 468,378 CHF 98.57% 98.57%

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