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% 91.70 % 92.15 % 500,000 500,000 500,000 500,000 461,566 CHF 463,816 CHF 99.38% 99.38%
19/11/2024 0.49% 91.90 % 92.35 % 500,000 500,000 500,000 500,000 460,115 CHF 462,365 CHF 99.37% 99.37%
18/11/2024 0.48% 91.55 % 92.00 % 500,000 500,000 500,000 500,000 464,751 CHF 467,001 CHF 98.94% 98.94%
15/11/2024 0.49% 93.90 % 94.35 % 500,000 500,000 500,000 500,000 472,965 CHF 475,287 CHF 99.36% 99.36%
14/11/2024 0.52% 95.45 % 95.95 % 500,000 500,000 500,000 500,000 477,688 CHF 480,188 CHF 99.37% 99.37%
13/11/2024 0.52% 95.15 % 95.65 % 500,000 500,000 500,000 500,000 476,158 CHF 478,658 CHF 65.05% 65.05%
12/11/2024 0.52% 95.05 % 95.55 % 500,000 500,000 500,000 500,000 475,656 CHF 478,114 CHF 99.16% 99.16%
11/11/2024 0.52% 95.35 % 95.85 % 500,000 500,000 500,000 500,000 476,940 CHF 479,440 CHF 99.37% 99.37%
08/11/2024 0.52% 95.35 % 95.85 % 500,000 500,000 500,000 500,000 477,015 CHF 479,515 CHF 99.37% 99.37%
07/11/2024 0.52% 95.55 % 96.05 % 500,000 500,000 500,000 500,000 477,801 CHF 480,301 CHF 98.57% 98.57%

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