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 0.49% 101.95 % 102.45 % 500,000 500,000 500,000 500,000 508,867 CHF 511,367 CHF 99.37% 99.37%
19/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 498,927 CHF 501,427 CHF 99.38% 99.38%
18/11/2024 0.50% 100.35 % 100.85 % 500,000 500,000 500,000 500,000 501,200 CHF 503,700 CHF 98.93% 98.93%
15/11/2024 0.50% 100.35 % 100.85 % 500,000 500,000 500,000 500,000 502,727 CHF 505,227 CHF 98.90% 98.90%
14/11/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,525 CHF 507,025 CHF 99.38% 99.38%
13/11/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 499,795 CHF 502,295 CHF 65.04% 65.04%
12/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 503,006 CHF 505,506 CHF 99.16% 99.16%
11/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 505,405 CHF 507,905 CHF 99.38% 99.38%
08/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 505,570 CHF 508,070 CHF 99.38% 99.38%
07/11/2024 0.49% 101.40 % 101.90 % 500,000 500,000 500,000 500,000 506,622 CHF 509,122 CHF 98.56% 98.56%

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