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 0.51% 97.20 % 97.70 % 500,000 500,000 500,000 500,000 486,593 CHF 489,093 CHF 99.38% 99.38%
19/11/2024 0.51% 97.35 % 97.85 % 500,000 500,000 500,000 500,000 485,776 CHF 488,276 CHF 99.37% 99.37%
18/11/2024 0.51% 97.40 % 97.90 % 500,000 500,000 500,000 500,000 486,326 CHF 488,826 CHF 98.94% 98.94%
15/11/2024 0.51% 97.55 % 98.05 % 500,000 500,000 500,000 500,000 488,295 CHF 490,795 CHF 99.35% 99.35%
14/11/2024 0.51% 98.25 % 98.75 % 500,000 500,000 500,000 500,000 489,956 CHF 492,456 CHF 99.38% 99.38%
13/11/2024 0.51% 97.85 % 98.35 % 500,000 500,000 500,000 500,000 489,073 CHF 491,573 CHF 65.04% 65.04%
12/11/2024 0.51% 98.15 % 98.65 % 500,000 500,000 500,000 500,000 491,484 CHF 493,984 CHF 99.16% 99.16%
11/11/2024 0.51% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 492,774 CHF 495,274 CHF 99.37% 99.37%
08/11/2024 0.51% 98.40 % 98.90 % 500,000 500,000 500,000 500,000 492,242 CHF 494,742 CHF 99.37% 99.37%
07/11/2024 0.51% 98.35 % 98.85 % 500,000 500,000 500,000 500,000 493,155 CHF 495,655 CHF 98.56% 98.56%

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