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 % 500,000 500,000 500,000 500,000 499,133 CHF 501,633 CHF 99.38% 99.38%
19/11/2024 0.51% 98.95 % 99.45 % 500,000 500,000 500,000 500,000 493,132 CHF 495,632 CHF 99.37% 99.37%
18/11/2024 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 494,757 CHF 497,257 CHF 98.94% 98.94%
15/11/2024 0.50% 99.00 % 99.50 % 500,000 500,000 500,000 500,000 495,543 CHF 498,043 CHF 99.36% 99.36%
14/11/2024 0.50% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 496,658 CHF 499,158 CHF 99.38% 99.38%
13/11/2024 0.51% 98.85 % 99.35 % 500,000 500,000 500,000 500,000 493,673 CHF 496,173 CHF 65.04% 65.04%
12/11/2024 0.50% 98.65 % 99.15 % 500,000 500,000 500,000 500,000 495,672 CHF 498,172 CHF 99.16% 99.16%
11/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 497,283 CHF 499,783 CHF 99.38% 99.38%
08/11/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 497,282 CHF 499,782 CHF 99.37% 99.37%
07/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,836 CHF 500,336 CHF 98.56% 98.56%

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