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% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,515 CHF 502,015 CHF 99.38% 99.38%
19/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 499,112 CHF 501,612 CHF 99.37% 99.37%
18/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 499,978 500,000 499,629 CHF 502,150 CHF 98.94% 98.94%
15/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,654 CHF 502,154 CHF 99.36% 99.36%
14/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 499,854 CHF 502,354 CHF 99.38% 99.38%
13/11/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,059 CHF 502,559 CHF 65.04% 65.04%
12/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 499,821 CHF 502,321 CHF 99.16% 99.16%
11/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 499,957 CHF 502,457 CHF 99.37% 99.37%
08/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 499,796 CHF 502,296 CHF 99.37% 99.37%
07/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 499,988 500,000 500,114 CHF 502,627 CHF 98.57% 98.57%

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