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 0.79% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 502,182 CHF 506,182 CHF 97.95% 97.95%
19/11/2024 1.00% 99.50 % 100.50 % 500,000 500,000 500,000 500,000 497,346 CHF 502,346 CHF 100.00% 100.00%
18/11/2024 1.00% 99.40 % 100.40 % 500,000 500,000 500,000 500,000 496,597 CHF 501,597 CHF 99.93% 99.93%
15/11/2024 0.80% 99.90 % 100.70 % 500,000 500,000 500,000 500,000 500,973 CHF 504,973 CHF 99.38% 99.38%
14/11/2024 0.79% 101.10 % 101.90 % 500,000 500,000 500,000 500,000 504,746 CHF 508,746 CHF 99.92% 99.92%
13/11/2024 1.00% 100.00 % 101.00 % 500,000 500,000 500,000 500,000 499,917 CHF 504,917 CHF 99.61% 99.61%
12/11/2024 1.00% 99.60 % 100.60 % 500,000 500,000 500,000 500,000 499,657 CHF 504,657 CHF 100.00% 100.00%
11/11/2024 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 499,159 CHF 503,159 CHF 98.69% 98.69%
08/11/2024 0.80% 99.90 % 100.70 % 500,000 500,000 500,000 500,000 499,408 CHF 503,408 CHF 100.00% 100.00%
07/11/2024 0.99% 100.50 % 101.50 % 500,000 500,000 500,000 500,000 501,838 CHF 506,838 CHF 99.76% 99.76%

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