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 0.81% 98.30 % 99.10 % 500,000 500,000 500,000 500,000 492,506 CHF 496,506 CHF 98.59% 98.59%
19/11/2024 1.01% 98.70 % 99.70 % 500,000 500,000 500,000 500,000 493,041 CHF 498,041 CHF 100.00% 100.00%
18/11/2024 1.01% 98.80 % 99.80 % 500,000 500,000 500,000 500,000 493,646 CHF 498,646 CHF 99.93% 99.93%
15/11/2024 0.80% 99.40 % 100.20 % 500,000 500,000 500,000 500,000 497,855 CHF 501,855 CHF 99.23% 99.23%
14/11/2024 0.81% 99.30 % 100.10 % 500,000 500,000 500,000 500,000 494,491 CHF 498,491 CHF 100.00% 100.00%
13/11/2024 1.01% 98.50 % 99.50 % 500,000 500,000 500,000 500,000 492,578 CHF 497,578 CHF 99.89% 99.89%
12/11/2024 1.01% 98.60 % 99.60 % 500,000 500,000 500,000 500,000 494,951 CHF 499,951 CHF 100.00% 100.00%
11/11/2024 0.81% 99.00 % 99.80 % 500,000 500,000 500,000 500,000 494,609 CHF 498,609 CHF 100.00% 100.00%
08/11/2024 0.81% 98.20 % 99.00 % 500,000 500,000 500,000 500,000 490,912 CHF 494,912 CHF 100.00% 100.00%
07/11/2024 1.01% 98.50 % 99.50 % 500,000 500,000 500,000 500,000 492,837 CHF 497,837 CHF 99.23% 99.23%

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