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 0.50% 99.55 % 100.05 % 500,000 500,000 500,000 500,000 498,522 CHF 501,022 CHF 99.17% 99.17%
19/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,295 CHF 499,795 CHF 99.17% 99.17%
18/11/2024 0.50% 99.00 % 99.50 % 500,000 500,000 500,000 500,000 494,655 CHF 497,155 CHF 99.19% 99.19%
15/11/2024 0.50% 98.95 % 99.45 % 500,000 500,000 500,000 500,000 495,631 CHF 498,131 CHF 99.17% 99.17%
14/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 494,263 CHF 496,763 CHF 99.16% 99.16%
13/11/2024 0.51% 98.45 % 98.95 % 500,000 500,000 500,000 500,000 492,081 CHF 494,581 CHF 99.17% 99.17%
12/11/2024 0.50% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 495,269 CHF 497,769 CHF 99.17% 99.17%
11/11/2024 0.50% 99.65 % 100.15 % 500,000 500,000 500,000 500,000 499,385 CHF 501,885 CHF 99.17% 99.17%
08/11/2024 0.50% 99.65 % 100.15 % 500,000 500,000 500,000 500,000 498,294 CHF 500,794 CHF 99.17% 99.17%
07/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 498,639 CHF 501,139 CHF 99.09% 99.09%

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