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 0.48% 81.65 % 82.05 % 500,000 500,000 500,000 500,000 413,954 CHF 415,954 CHF 99.17% 99.17%
19/11/2024 0.48% 83.20 % 83.60 % 500,000 500,000 500,000 500,000 411,693 CHF 413,693 CHF 99.17% 99.17%
18/11/2024 0.49% 84.10 % 84.50 % 500,000 500,000 500,000 500,000 424,361 CHF 426,452 CHF 99.21% 99.21%
15/11/2024 0.52% 86.55 % 87.00 % 500,000 500,000 500,000 500,000 434,763 CHF 437,013 CHF 99.17% 99.17%
14/11/2024 0.51% 87.05 % 87.50 % 500,000 500,000 500,000 500,000 425,785 CHF 427,945 CHF 99.16% 99.16%
13/11/2024 0.48% 83.75 % 84.15 % 500,000 500,000 500,000 500,000 420,960 CHF 423,001 CHF 99.17% 99.17%
12/11/2024 0.52% 83.75 % 84.15 % 500,000 500,000 500,000 500,000 426,193 CHF 428,402 CHF 99.16% 99.16%
11/11/2024 0.50% 87.90 % 88.35 % 500,000 500,000 500,000 499,994 445,825 CHF 448,070 CHF 99.17% 99.17%
08/11/2024 0.50% 88.45 % 88.90 % 500,000 500,000 500,000 500,000 446,840 CHF 449,090 CHF 99.17% 99.17%
07/11/2024 0.48% 92.90 % 93.35 % 500,000 500,000 500,000 500,000 467,880 CHF 470,130 CHF 99.08% 99.08%

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