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
22/11/2024 0.52% 95.70 % 96.20 % 500,000 500,000 500,000 500,000 479,573 CHF 482,073 CHF 99.17% 99.17%
20/11/2024 0.52% 95.15 % 95.65 % 500,000 500,000 500,000 500,000 475,896 CHF 478,388 CHF 99.17% 99.17%
19/11/2024 0.48% 94.70 % 95.15 % 500,000 500,000 500,000 500,000 471,377 CHF 473,632 CHF 99.17% 99.17%
18/11/2024 0.49% 94.40 % 94.85 % 500,000 500,000 500,000 500,000 471,856 CHF 474,153 CHF 99.20% 99.20%
15/11/2024 0.51% 94.00 % 94.45 % 500,000 500,000 500,000 500,000 479,794 CHF 482,271 CHF 99.17% 99.17%
14/11/2024 0.51% 98.35 % 98.85 % 500,000 500,000 500,000 500,000 491,127 CHF 493,627 CHF 99.16% 99.16%
13/11/2024 0.51% 98.30 % 98.80 % 500,000 500,000 500,000 500,000 489,919 CHF 492,419 CHF 99.17% 99.17%
12/11/2024 0.51% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 492,226 CHF 494,726 CHF 99.17% 99.17%
11/11/2024 0.51% 98.15 % 98.65 % 500,000 500,000 500,000 500,000 491,606 CHF 494,106 CHF 99.17% 99.17%
08/11/2024 0.51% 97.90 % 98.40 % 500,000 500,000 500,000 500,000 488,143 CHF 490,643 CHF 99.17% 99.17%

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