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 0.52% 85.90 % 86.35 % 500,000 500,000 500,000 500,000 432,118 CHF 434,368 CHF 99.38% 99.38%
19/11/2024 0.52% 87.00 % 87.45 % 500,000 500,000 500,000 500,000 434,703 CHF 436,953 CHF 99.38% 99.38%
18/11/2024 0.51% 87.50 % 87.95 % 500,000 500,000 500,000 500,000 436,356 CHF 438,606 CHF 98.94% 98.94%
15/11/2024 0.51% 87.70 % 88.15 % 500,000 500,000 500,000 500,000 439,573 CHF 441,823 CHF 99.36% 99.36%
14/11/2024 0.51% 88.50 % 88.95 % 500,000 500,000 500,000 500,000 443,158 CHF 445,408 CHF 99.38% 99.38%
13/11/2024 0.51% 88.80 % 89.25 % 500,000 500,000 500,000 500,000 437,768 CHF 440,018 CHF 65.00% 65.00%
12/11/2024 0.50% 88.10 % 88.55 % 500,000 500,000 500,000 500,000 446,516 CHF 448,766 CHF 99.16% 99.16%
11/11/2024 0.50% 90.10 % 90.55 % 500,000 500,000 500,000 500,000 446,753 CHF 449,003 CHF 99.37% 99.37%
08/11/2024 0.50% 88.90 % 89.35 % 500,000 500,000 500,000 500,000 446,516 CHF 448,766 CHF 99.38% 99.38%
07/11/2024 0.50% 90.40 % 90.85 % 500,000 500,000 500,000 500,000 453,118 CHF 455,368 CHF 98.57% 98.57%

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