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% 98.85 % 99.35 % 500,000 500,000 500,000 500,000 494,197 CHF 496,697 CHF 99.38% 99.38%
19/11/2024 0.51% 98.40 % 98.90 % 500,000 500,000 500,000 500,000 491,247 CHF 493,747 CHF 99.37% 99.37%
18/11/2024 0.51% 98.60 % 99.10 % 500,000 500,000 500,000 500,000 493,574 CHF 496,074 CHF 99.37% 99.37%
15/11/2024 0.50% 98.60 % 99.10 % 500,000 500,000 500,000 500,000 494,220 CHF 496,720 CHF 99.38% 99.38%
14/11/2024 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 495,568 CHF 498,068 CHF 99.37% 99.37%
13/11/2024 0.50% 99.15 % 99.65 % 500,000 500,000 500,000 500,000 495,800 CHF 498,300 CHF 99.38% 99.38%
12/11/2024 0.50% 99.25 % 99.75 % 500,000 500,000 500,000 500,000 497,033 CHF 499,533 CHF 99.38% 99.38%
11/11/2024 0.50% 99.65 % 100.15 % 500,000 500,000 500,000 500,000 498,549 CHF 501,049 CHF 99.37% 99.37%
08/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 498,976 CHF 501,476 CHF 99.36% 99.36%
07/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 498,762 CHF 501,262 CHF 98.80% 98.80%

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