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 0.48% 93.40 % 93.85 % 500,000 500,000 500,000 500,000 469,843 CHF 472,093 CHF 99.38% 99.38%
19/11/2024 0.48% 93.60 % 94.05 % 500,000 500,000 500,000 500,000 468,029 CHF 470,279 CHF 99.37% 99.37%
18/11/2024 0.48% 94.40 % 94.85 % 500,000 500,000 500,000 500,000 471,494 CHF 473,749 CHF 98.94% 98.94%
15/11/2024 0.52% 94.75 % 95.20 % 500,000 500,000 500,000 500,000 475,122 CHF 477,615 CHF 99.36% 99.36%
14/11/2024 0.52% 95.40 % 95.90 % 500,000 500,000 500,000 500,000 475,758 CHF 478,258 CHF 99.37% 99.37%
13/11/2024 0.52% 95.15 % 95.65 % 500,000 500,000 500,000 499,954 475,848 CHF 478,304 CHF 65.05% 65.05%
12/11/2024 0.52% 95.65 % 96.15 % 500,000 500,000 500,000 500,000 481,824 CHF 484,324 CHF 99.16% 99.16%
11/11/2024 0.51% 96.90 % 97.40 % 500,000 500,000 500,000 500,000 484,731 CHF 487,231 CHF 99.38% 99.38%
08/11/2024 0.52% 96.10 % 96.60 % 500,000 500,000 500,000 499,934 481,524 CHF 483,960 CHF 99.38% 99.38%
07/11/2024 0.51% 97.25 % 97.75 % 500,000 500,000 500,000 499,966 484,603 CHF 487,069 CHF 98.56% 98.56%

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