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% 89.95 % 90.40 % 500,000 500,000 500,000 500,000 451,796 CHF 454,046 CHF 99.17% 99.17%
19/11/2024 0.50% 90.60 % 91.05 % 500,000 500,000 500,000 500,000 450,882 CHF 453,132 CHF 99.17% 99.17%
18/11/2024 0.49% 91.40 % 91.85 % 500,000 500,000 500,000 500,000 457,503 CHF 459,753 CHF 99.20% 99.20%
15/11/2024 0.49% 91.45 % 91.90 % 500,000 500,000 500,000 500,000 458,861 CHF 461,111 CHF 99.17% 99.17%
14/11/2024 0.49% 91.30 % 91.75 % 500,000 500,000 500,000 500,000 454,397 CHF 456,647 CHF 99.16% 99.16%
13/11/2024 0.49% 91.30 % 91.75 % 500,000 500,000 500,000 499,988 458,635 CHF 460,874 CHF 99.17% 99.17%
12/11/2024 0.48% 93.30 % 93.75 % 500,000 500,000 500,000 500,000 468,530 CHF 470,780 CHF 99.17% 99.17%
11/11/2024 0.52% 95.95 % 96.45 % 500,000 500,000 500,000 500,000 480,152 CHF 482,652 CHF 99.17% 99.17%
08/11/2024 0.52% 94.95 % 95.45 % 500,000 500,000 500,000 500,000 477,938 CHF 480,438 CHF 99.17% 99.17%
07/11/2024 0.51% 97.00 % 97.50 % 500,000 500,000 500,000 500,000 484,781 CHF 487,281 CHF 99.09% 99.09%

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