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% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 496,785 CHF 499,285 CHF 99.38% 99.38%
19/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,540 CHF 498,040 CHF 99.38% 99.38%
18/11/2024 0.50% 99.45 % 99.95 % 500,000 500,000 500,000 500,000 497,008 CHF 499,508 CHF 99.37% 99.37%
15/11/2024 0.50% 99.45 % 99.95 % 500,000 500,000 500,000 500,000 497,573 CHF 500,073 CHF 99.38% 99.38%
14/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,373 CHF 499,873 CHF 99.38% 99.38%
13/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 496,190 CHF 498,690 CHF 99.38% 99.38%
12/11/2024 0.50% 99.55 % 100.05 % 500,000 500,000 500,000 500,000 498,306 CHF 500,806 CHF 99.38% 99.38%
11/11/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 498,580 CHF 501,080 CHF 99.37% 99.37%
08/11/2024 0.50% 99.55 % 100.05 % 500,000 500,000 500,000 500,000 497,771 CHF 500,271 CHF 99.35% 99.35%
07/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,930 CHF 500,430 CHF 98.80% 98.80%

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