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 % 500,000 500,000 500,000 500,000 499,530 CHF 502,030 CHF 99.38% 99.38%
19/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,343 CHF 501,843 CHF 99.38% 99.38%
18/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 499,923 CHF 502,423 CHF 99.37% 99.37%
15/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 499,754 CHF 502,254 CHF 99.38% 99.38%
14/11/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,532 CHF 503,032 CHF 99.38% 99.38%
13/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 500,771 CHF 503,271 CHF 99.38% 99.38%
12/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,535 CHF 504,035 CHF 99.38% 99.38%
11/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,384 CHF 503,884 CHF 99.37% 99.37%
08/11/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 500,712 CHF 503,212 CHF 99.35% 99.35%
07/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 500,998 CHF 503,498 CHF 98.80% 98.80%

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