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% 94.50 % 94.95 % 500,000 500,000 500,000 500,000 475,757 CHF 478,241 CHF 99.38% 99.38%
19/11/2024 0.48% 94.80 % 95.30 % 500,000 500,000 500,000 500,000 472,501 CHF 474,778 CHF 99.38% 99.38%
18/11/2024 0.48% 94.65 % 95.10 % 500,000 500,000 500,000 500,000 472,875 CHF 475,158 CHF 98.94% 98.94%
15/11/2024 0.49% 94.90 % 95.40 % 500,000 500,000 500,000 500,000 472,702 CHF 475,044 CHF 99.36% 99.36%
14/11/2024 0.48% 94.25 % 94.70 % 500,000 500,000 500,000 500,000 470,223 CHF 472,473 CHF 99.37% 99.37%
13/11/2024 0.48% 93.25 % 93.70 % 500,000 500,000 500,000 500,000 467,019 CHF 469,269 CHF 65.05% 65.05%
12/11/2024 0.52% 94.50 % 94.95 % 500,000 500,000 500,000 500,000 474,696 CHF 477,157 CHF 99.16% 99.16%
11/11/2024 0.52% 96.00 % 96.50 % 500,000 500,000 500,000 500,000 479,856 CHF 482,356 CHF 99.37% 99.37%
08/11/2024 0.52% 95.60 % 96.10 % 500,000 500,000 500,000 500,000 478,641 CHF 481,141 CHF 99.37% 99.37%
07/11/2024 0.52% 96.35 % 96.85 % 500,000 500,000 500,000 500,000 481,228 CHF 483,728 CHF 98.56% 98.56%

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