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% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,500 CHF 503,000 CHF 99.38% 99.38%
19/11/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 500,750 CHF 503,250 CHF 99.38% 99.38%
18/11/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 500,750 CHF 503,250 CHF 98.95% 98.95%
15/11/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 500,750 CHF 503,250 CHF 99.37% 99.37%
14/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,000 CHF 503,500 CHF 99.38% 99.38%
13/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 501,250 CHF 503,750 CHF 65.04% 65.04%
12/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 501,250 CHF 503,750 CHF 99.16% 99.16%
11/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 501,250 CHF 503,750 CHF 99.37% 99.37%
08/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,498 CHF 503,998 CHF 99.38% 99.38%
07/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 98.56% 98.56%

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