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% 91.55 % 92.00 % 500,000 500,000 500,000 500,000 462,566 CHF 464,816 CHF 99.38% 99.38%
19/11/2024 0.49% 92.50 % 92.95 % 500,000 500,000 500,000 500,000 460,993 CHF 463,243 CHF 99.38% 99.38%
18/11/2024 0.48% 92.60 % 93.05 % 500,000 500,000 500,000 500,000 464,007 CHF 466,257 CHF 99.38% 99.38%
15/11/2024 0.48% 93.40 % 93.85 % 500,000 500,000 500,000 500,000 468,632 CHF 470,882 CHF 99.38% 99.38%
14/11/2024 0.48% 93.30 % 93.75 % 500,000 500,000 500,000 500,000 462,823 CHF 465,073 CHF 99.38% 99.38%
13/11/2024 0.49% 91.30 % 91.75 % 500,000 500,000 500,000 500,000 454,630 CHF 456,880 CHF 99.38% 99.38%
12/11/2024 0.49% 91.00 % 91.45 % 500,000 500,000 500,000 500,000 459,742 CHF 461,992 CHF 99.38% 99.38%
11/11/2024 0.48% 93.25 % 93.70 % 500,000 500,000 500,000 500,000 466,335 CHF 468,585 CHF 99.38% 99.38%
08/11/2024 0.48% 92.60 % 93.05 % 500,000 500,000 500,000 500,000 464,452 CHF 466,702 CHF 99.35% 99.35%
07/11/2024 0.48% 93.85 % 94.30 % 500,000 500,000 500,000 500,000 469,739 CHF 471,989 CHF 98.77% 98.77%

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