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 0.49% 64.65 % 64.95 % 500,000 500,000 500,000 500,000 324,150 CHF 325,754 CHF 99.37% 99.37%
19/11/2024 0.49% 64.80 % 65.10 % 500,000 500,000 500,000 500,000 324,463 CHF 326,052 CHF 99.37% 99.37%
18/11/2024 0.51% 68.15 % 68.50 % 500,000 500,000 500,000 500,000 341,884 CHF 343,634 CHF 98.93% 98.93%
15/11/2024 0.50% 68.95 % 69.30 % 500,000 500,000 500,000 500,000 345,973 CHF 347,723 CHF 99.34% 99.34%
14/11/2024 0.49% 70.95 % 71.30 % 500,000 500,000 500,000 500,000 359,665 CHF 361,415 CHF 99.38% 99.38%
13/11/2024 0.47% 73.00 % 73.35 % 500,000 500,000 500,000 500,000 367,786 CHF 369,536 CHF 65.04% 65.04%
12/11/2024 0.52% 74.95 % 75.35 % 500,000 500,000 500,000 500,000 382,798 CHF 384,798 CHF 99.14% 99.14%
11/11/2024 0.51% 77.55 % 77.95 % 500,000 500,000 500,000 500,000 381,232 CHF 383,186 CHF 99.37% 99.37%
08/11/2024 0.48% 74.25 % 74.60 % 500,000 500,000 500,000 500,000 361,509 CHF 363,259 CHF 99.38% 99.38%
07/11/2024 0.50% 69.90 % 70.25 % 500,000 500,000 500,000 500,000 346,693 CHF 348,443 CHF 98.56% 98.56%

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