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 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 500,631 CHF 503,131 CHF 99.38% 99.38%
19/11/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 500,248 CHF 502,748 CHF 99.38% 99.38%
18/11/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 500,597 CHF 503,097 CHF 98.94% 98.94%
15/11/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 500,095 CHF 502,595 CHF 99.36% 99.36%
14/11/2024 0.50% 100.55 % 101.05 % 500,000 500,000 500,000 500,000 502,670 CHF 505,170 CHF 99.38% 99.38%
13/11/2024 0.50% 100.55 % 101.05 % 500,000 500,000 500,000 500,000 502,570 CHF 505,070 CHF 65.04% 65.04%
12/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,631 CHF 505,131 CHF 99.16% 99.16%
11/11/2024 0.50% 100.55 % 101.05 % 500,000 500,000 500,000 500,000 502,928 CHF 505,428 CHF 99.38% 99.38%
08/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,583 CHF 505,083 CHF 99.37% 99.37%
07/11/2024 0.50% 100.45 % 100.95 % 500,000 500,000 500,000 500,000 502,157 CHF 504,657 CHF 98.56% 98.56%

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