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 0.55% 90.05 % 90.55 % 500,000 500,000 500,000 500,000 451,685 CHF 454,185 CHF 100.00% 100.00%
19/11/2024 0.55% 90.16 % 90.66 % 500,000 500,000 500,000 500,000 451,679 CHF 454,179 CHF 89.38% 89.38%
18/11/2024 0.54% 91.99 % 92.49 % 500,000 500,000 500,000 500,000 458,812 CHF 461,312 CHF 87.57% 87.57%
15/11/2024 0.54% 91.34 % 91.84 % 500,000 500,000 500,000 500,000 457,474 CHF 459,974 CHF 33.86% 33.86%
14/11/2024 - - % - % 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
13/11/2024 0.55% 91.45 % 91.95 % 500,000 500,000 500,000 500,000 456,426 CHF 458,926 CHF 18.88% 18.88%
12/11/2024 0.54% 91.93 % 92.43 % 500,000 500,000 500,000 500,000 461,402 CHF 463,902 CHF 87.15% 87.15%
11/11/2024 0.53% 93.26 % 93.76 % 500,000 500,000 500,000 500,000 468,110 CHF 470,610 CHF 100.00% 100.00%
08/11/2024 0.53% 93.30 % 93.80 % 500,000 500,000 500,000 500,000 467,635 CHF 470,135 CHF 99.84% 99.84%
07/11/2024 0.53% 93.91 % 94.41 % 500,000 500,000 500,000 500,000 470,585 CHF 473,085 CHF 100.00% 100.00%

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