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% 97.65 % 98.15 % 500,000 500,000 500,000 500,000 489,831 CHF 492,331 CHF 99.38% 99.38%
19/11/2024 0.51% 97.65 % 98.15 % 500,000 500,000 500,000 500,000 487,747 CHF 490,247 CHF 99.38% 99.38%
18/11/2024 0.51% 97.85 % 98.35 % 500,000 500,000 500,000 500,000 489,953 CHF 492,453 CHF 98.94% 98.94%
15/11/2024 0.51% 97.95 % 98.45 % 500,000 500,000 500,000 500,000 490,888 CHF 493,388 CHF 99.37% 99.37%
14/11/2024 0.51% 98.15 % 98.65 % 500,000 500,000 500,000 500,000 491,059 CHF 493,559 CHF 99.38% 99.38%
13/11/2024 0.51% 98.00 % 98.50 % 500,000 500,000 500,000 500,000 489,616 CHF 492,116 CHF 65.05% 65.05%
12/11/2024 0.51% 98.25 % 98.75 % 500,000 500,000 500,000 500,000 492,590 CHF 495,090 CHF 99.16% 99.16%
11/11/2024 0.50% 98.85 % 99.35 % 500,000 500,000 500,000 500,000 493,941 CHF 496,441 CHF 99.37% 99.37%
08/11/2024 0.51% 98.25 % 98.75 % 500,000 500,000 500,000 500,000 491,317 CHF 493,817 CHF 99.37% 99.37%
07/11/2024 0.51% 98.35 % 98.85 % 500,000 500,000 500,000 500,000 492,092 CHF 494,592 CHF 98.56% 98.56%

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