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% 95.15 % 95.65 % 500,000 500,000 500,000 500,000 478,848 CHF 481,348 CHF 99.17% 99.17%
19/11/2024 0.51% 95.15 % 95.65 % 500,000 500,000 500,000 500,000 474,404 CHF 476,810 CHF 99.17% 99.17%
18/11/2024 0.52% 95.60 % 96.10 % 500,000 500,000 500,000 500,000 477,930 CHF 480,430 CHF 99.20% 99.20%
15/11/2024 0.52% 96.20 % 96.70 % 500,000 500,000 500,000 500,000 482,425 CHF 484,925 CHF 99.17% 99.17%
14/11/2024 0.52% 96.80 % 97.30 % 500,000 500,000 500,000 500,000 483,661 CHF 486,161 CHF 99.16% 99.16%
13/11/2024 0.52% 96.25 % 96.75 % 500,000 500,000 500,000 500,000 480,323 CHF 482,823 CHF 99.17% 99.17%
12/11/2024 0.52% 96.00 % 96.50 % 500,000 500,000 500,000 500,000 483,937 CHF 486,437 CHF 99.17% 99.17%
11/11/2024 0.51% 97.45 % 97.95 % 500,000 500,000 500,000 500,000 486,666 CHF 489,166 CHF 99.17% 99.17%
08/11/2024 0.52% 96.60 % 97.10 % 500,000 500,000 500,000 500,000 482,895 CHF 485,395 CHF 99.17% 99.17%
07/11/2024 0.52% 96.85 % 97.35 % 500,000 500,000 500,000 500,000 484,035 CHF 486,535 CHF 99.09% 99.09%

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