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% 98.65 % 99.15 % 500,000 500,000 500,000 500,000 493,629 CHF 496,129 CHF 99.38% 99.38%
19/11/2024 0.51% 98.45 % 98.95 % 500,000 500,000 500,000 500,000 491,772 CHF 494,272 CHF 99.38% 99.38%
18/11/2024 0.51% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 492,279 CHF 494,779 CHF 99.38% 99.38%
15/11/2024 0.51% 98.40 % 98.90 % 500,000 500,000 500,000 500,000 492,915 CHF 495,415 CHF 99.38% 99.38%
14/11/2024 0.51% 98.60 % 99.10 % 500,000 500,000 500,000 500,000 492,465 CHF 494,965 CHF 99.38% 99.38%
13/11/2024 0.51% 98.40 % 98.90 % 500,000 500,000 500,000 500,000 492,649 CHF 495,149 CHF 99.38% 99.38%
12/11/2024 0.51% 98.35 % 98.85 % 500,000 500,000 500,000 500,000 493,773 CHF 496,273 CHF 99.38% 99.38%
11/11/2024 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 495,105 CHF 497,605 CHF 99.37% 99.37%
08/11/2024 0.50% 98.95 % 99.45 % 500,000 500,000 500,000 500,000 494,280 CHF 496,780 CHF 99.35% 99.35%
07/11/2024 0.51% 98.75 % 99.25 % 500,000 500,000 500,000 500,000 493,657 CHF 496,157 CHF 98.80% 98.80%

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