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 0.91% 87.10 % 87.90 % 500,000 500,000 500,000 500,000 439,922 CHF 443,922 CHF 97.95% 97.95%
19/11/2024 0.91% 88.10 % 88.90 % 500,000 500,000 500,000 500,000 439,877 CHF 443,877 CHF 100.00% 100.00%
18/11/2024 0.90% 89.00 % 89.80 % 500,000 500,000 500,000 500,000 443,160 CHF 447,160 CHF 100.00% 100.00%
15/11/2024 0.90% 88.20 % 89.00 % 500,000 500,000 500,000 500,000 442,282 CHF 446,282 CHF 100.00% 100.00%
14/11/2024 0.90% 89.80 % 90.60 % 500,000 500,000 500,000 500,000 442,489 CHF 446,489 CHF 100.00% 100.00%
13/11/2024 0.93% 86.50 % 87.30 % 500,000 500,000 500,000 500,000 429,845 CHF 433,845 CHF 100.00% 100.00%
12/11/2024 0.91% 85.90 % 86.70 % 500,000 500,000 500,000 500,000 436,162 CHF 440,162 CHF 100.00% 100.00%
11/11/2024 0.89% 88.30 % 89.10 % 500,000 500,000 500,000 500,000 445,351 CHF 449,351 CHF 100.00% 100.00%
08/11/2024 0.90% 88.20 % 89.00 % 500,000 500,000 500,000 500,000 444,041 CHF 448,041 CHF 100.00% 100.00%
07/11/2024 0.88% 89.70 % 90.50 % 500,000 500,000 500,000 500,000 450,529 CHF 454,529 CHF 99.23% 99.23%

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