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 0.52% 96.35 % 96.85 % 500,000 500,000 500,000 500,000 482,177 CHF 484,677 CHF 99.38% 99.38%
19/11/2024 0.52% 96.25 % 96.75 % 500,000 500,000 500,000 500,000 482,949 CHF 485,449 CHF 99.37% 99.37%
18/11/2024 0.52% 96.85 % 97.35 % 500,000 500,000 500,000 500,000 481,165 CHF 483,665 CHF 98.94% 98.94%
15/11/2024 0.52% 95.80 % 96.30 % 500,000 500,000 500,000 500,000 480,793 CHF 483,293 CHF 99.36% 99.36%
14/11/2024 0.52% 96.80 % 97.30 % 500,000 500,000 500,000 500,000 482,294 CHF 484,794 CHF 99.38% 99.38%
13/11/2024 0.52% 97.35 % 97.85 % 500,000 500,000 500,000 500,000 479,676 CHF 482,176 CHF 65.04% 65.04%
12/11/2024 0.51% 96.95 % 97.45 % 500,000 500,000 500,000 500,000 491,079 CHF 493,579 CHF 99.16% 99.16%
11/11/2024 0.50% 98.70 % 99.20 % 500,000 500,000 500,000 500,000 493,961 CHF 496,461 CHF 99.38% 99.38%
08/11/2024 0.51% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 492,013 CHF 494,513 CHF 99.37% 99.37%
07/11/2024 0.51% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 492,904 CHF 495,404 CHF 98.56% 98.56%

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