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 0.51% 97.30 % 97.80 % 500,000 500,000 500,000 500,000 485,951 CHF 488,451 CHF 99.38% 99.38%
19/11/2024 0.52% 96.40 % 96.90 % 500,000 500,000 500,000 500,000 483,602 CHF 486,102 CHF 99.37% 99.37%
18/11/2024 0.52% 96.45 % 96.95 % 500,000 500,000 500,000 500,000 482,142 CHF 484,642 CHF 99.37% 99.37%
15/11/2024 0.51% 96.20 % 96.70 % 500,000 500,000 500,000 500,000 485,036 CHF 487,536 CHF 99.38% 99.38%
14/11/2024 0.51% 97.60 % 98.10 % 500,000 500,000 500,000 500,000 489,690 CHF 492,190 CHF 99.38% 99.38%
13/11/2024 0.51% 98.95 % 99.45 % 500,000 500,000 500,000 500,000 493,784 CHF 496,284 CHF 99.38% 99.38%
12/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 499,945 496,089 CHF 498,534 CHF 99.38% 99.38%
11/11/2024 0.51% 97.95 % 98.45 % 500,000 500,000 500,000 500,000 489,480 CHF 491,980 CHF 99.37% 99.37%
08/11/2024 0.51% 97.20 % 97.70 % 500,000 500,000 500,000 500,000 487,156 CHF 489,656 CHF 99.36% 99.36%
07/11/2024 0.51% 97.90 % 98.40 % 500,000 500,000 500,000 500,000 489,994 CHF 492,494 CHF 98.80% 98.80%

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