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
25/11/2024 0.50% 79.75 % 80.15 % 500,000 500,000 500,000 500,000 401,487 CHF 403,487 CHF 98.80% 98.80%
22/11/2024 0.49% 81.00 % 81.40 % 500,000 500,000 500,000 500,000 406,008 CHF 408,008 CHF 99.26% 99.26%
20/11/2024 0.49% 81.20 % 81.60 % 500,000 500,000 500,000 500,000 407,570 CHF 409,570 CHF 99.38% 99.38%
19/11/2024 0.49% 81.85 % 82.25 % 500,000 500,000 500,000 500,000 408,362 CHF 410,362 CHF 99.37% 99.37%
18/11/2024 0.48% 83.10 % 83.50 % 500,000 500,000 500,000 500,000 416,705 CHF 418,705 CHF 98.94% 98.94%
15/11/2024 0.48% 83.25 % 83.65 % 500,000 500,000 500,000 500,000 421,297 CHF 423,316 CHF 99.36% 99.36%
14/11/2024 0.48% 85.05 % 85.50 % 500,000 500,000 500,000 500,000 420,651 CHF 422,657 CHF 99.38% 99.38%
13/11/2024 0.48% 83.55 % 83.95 % 500,000 500,000 500,000 500,000 415,315 CHF 417,315 CHF 65.04% 65.04%
12/11/2024 0.48% 82.90 % 83.30 % 500,000 500,000 500,000 500,000 415,064 CHF 417,064 CHF 99.16% 99.16%
11/11/2024 0.50% 84.55 % 84.95 % 500,000 500,000 500,000 500,000 423,327 CHF 425,442 CHF 99.38% 99.38%

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