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 0.88% 90.30 % 91.10 % 500,000 500,000 500,000 500,000 452,636 CHF 456,636 CHF 98.59% 98.59%
19/11/2024 0.88% 91.00 % 91.80 % 500,000 500,000 500,000 500,000 454,367 CHF 458,367 CHF 100.00% 100.00%
18/11/2024 0.87% 91.90 % 92.70 % 500,000 500,000 500,000 500,000 457,406 CHF 461,406 CHF 100.00% 100.00%
15/11/2024 0.86% 91.60 % 92.40 % 500,000 500,000 500,000 500,000 461,213 CHF 465,213 CHF 100.00% 100.00%
14/11/2024 0.86% 92.80 % 93.60 % 500,000 500,000 500,000 500,000 463,251 CHF 467,251 CHF 100.00% 100.00%
13/11/2024 1.09% 91.70 % 92.70 % 500,000 500,000 500,000 500,000 457,982 CHF 462,982 CHF 100.00% 100.00%
12/11/2024 0.86% 92.60 % 93.40 % 500,000 500,000 500,000 500,000 465,469 CHF 469,469 CHF 100.00% 100.00%
11/11/2024 0.84% 94.20 % 95.00 % 500,000 500,000 500,000 500,000 471,781 CHF 475,781 CHF 100.00% 100.00%
08/11/2024 1.07% 92.90 % 93.90 % 500,000 500,000 500,000 500,000 464,742 CHF 469,742 CHF 100.00% 100.00%
07/11/2024 1.06% 93.90 % 94.90 % 500,000 500,000 500,000 500,000 467,810 CHF 472,810 CHF 99.23% 99.23%

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