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% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 493,628 CHF 496,128 CHF 99.38% 99.38%
19/11/2024 0.51% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 492,470 CHF 494,970 CHF 99.38% 99.38%
18/11/2024 0.51% 98.65 % 99.15 % 500,000 500,000 500,000 500,000 493,775 CHF 496,275 CHF 98.94% 98.94%
15/11/2024 0.51% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 493,766 CHF 496,266 CHF 99.36% 99.36%
14/11/2024 0.51% 98.75 % 99.25 % 500,000 500,000 500,000 500,000 493,662 CHF 496,162 CHF 99.37% 99.37%
13/11/2024 0.51% 98.65 % 99.15 % 500,000 500,000 500,000 500,000 492,876 CHF 495,376 CHF 65.05% 65.05%
12/11/2024 0.50% 98.75 % 99.25 % 500,000 500,000 500,000 500,000 494,539 CHF 497,039 CHF 99.16% 99.16%
11/11/2024 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 495,028 CHF 497,528 CHF 99.37% 99.37%
08/11/2024 0.50% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 493,859 CHF 496,359 CHF 99.37% 99.37%
07/11/2024 0.50% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 494,224 CHF 496,724 CHF 98.56% 98.56%

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