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 0.31% 95.60 % 95.90 % 500,000 500,000 500,000 500,000 481,143 CHF 482,643 CHF 99.37% 99.37%
19/11/2024 0.31% 95.80 % 96.10 % 500,000 500,000 500,000 500,000 478,069 CHF 479,569 CHF 100.00% 100.00%
18/11/2024 0.31% 95.70 % 96.00 % 500,000 500,000 500,000 500,000 477,662 CHF 479,162 CHF 100.00% 100.00%
15/11/2024 0.52% 95.70 % 96.20 % 500,000 500,000 500,000 500,000 480,170 CHF 482,670 CHF 100.00% 100.00%
14/11/2024 0.31% 97.40 % 97.70 % 500,000 500,000 500,000 500,000 482,693 CHF 484,193 CHF 99.10% 99.10%
13/11/2024 0.31% 95.40 % 95.70 % 500,000 500,000 500,000 500,000 476,106 CHF 477,606 CHF 99.27% 99.27%
12/11/2024 0.31% 95.70 % 96.00 % 500,000 500,000 500,000 500,000 480,650 CHF 482,150 CHF 100.00% 100.00%
11/11/2024 0.31% 97.40 % 97.70 % 500,000 500,000 500,000 500,000 488,085 CHF 489,585 CHF 100.00% 100.00%
08/11/2024 0.31% 96.90 % 97.20 % 500,000 500,000 500,000 500,000 485,788 CHF 487,288 CHF 100.00% 100.00%
07/11/2024 0.30% 98.10 % 98.40 % 500,000 500,000 500,000 500,000 492,278 CHF 493,778 CHF 99.23% 99.23%

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