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 0.49% 94.15 % 94.60 % 500,000 500,000 499,885 500,000 473,673 CHF 476,121 CHF 99.38% 99.38%
19/11/2024 0.52% 94.95 % 95.45 % 500,000 500,000 500,000 500,000 475,821 CHF 478,321 CHF 99.38% 99.38%
18/11/2024 0.52% 96.25 % 96.75 % 500,000 500,000 500,000 500,000 479,737 CHF 482,237 CHF 99.37% 99.37%
15/11/2024 0.52% 95.25 % 95.75 % 500,000 500,000 500,000 500,000 476,366 CHF 478,866 CHF 99.38% 99.38%
14/11/2024 0.52% 95.55 % 96.05 % 500,000 500,000 500,000 500,000 476,004 CHF 478,491 CHF 99.38% 99.38%
13/11/2024 0.48% 94.75 % 95.20 % 500,000 500,000 500,000 500,000 472,329 CHF 474,579 CHF 99.38% 99.38%
12/11/2024 0.52% 95.00 % 95.50 % 500,000 500,000 500,000 500,000 476,008 CHF 478,508 CHF 99.38% 99.38%
11/11/2024 0.52% 95.75 % 96.25 % 500,000 500,000 500,000 500,000 476,492 CHF 478,980 CHF 99.37% 99.37%
08/11/2024 0.48% 94.70 % 95.15 % 500,000 500,000 500,000 500,000 470,784 CHF 473,040 CHF 99.35% 99.35%
07/11/2024 0.52% 95.10 % 95.60 % 500,000 500,000 500,000 500,000 476,855 CHF 479,355 CHF 98.77% 98.77%

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