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% 88.25 % 88.70 % 500,000 500,000 500,000 500,000 443,124 CHF 445,374 CHF 99.38% 99.38%
19/11/2024 0.51% 88.40 % 88.85 % 500,000 500,000 500,000 500,000 443,791 CHF 446,041 CHF 99.38% 99.38%
18/11/2024 0.50% 90.80 % 91.25 % 500,000 500,000 500,000 500,000 452,964 CHF 455,214 CHF 98.94% 98.94%
15/11/2024 0.50% 89.80 % 90.25 % 500,000 500,000 500,000 500,000 452,293 CHF 454,543 CHF 99.36% 99.36%
14/11/2024 0.49% 91.35 % 91.80 % 500,000 500,000 500,000 500,000 454,512 CHF 456,762 CHF 99.37% 99.37%
13/11/2024 0.50% 90.05 % 90.50 % 500,000 500,000 500,000 500,000 450,217 CHF 452,467 CHF 65.04% 65.04%
12/11/2024 0.49% 90.30 % 90.75 % 500,000 500,000 500,000 500,000 453,629 CHF 455,879 CHF 99.16% 99.16%
11/11/2024 0.49% 91.85 % 92.30 % 500,000 500,000 500,000 500,000 461,176 CHF 463,426 CHF 99.38% 99.38%
08/11/2024 0.49% 91.90 % 92.35 % 500,000 500,000 500,000 500,000 460,613 CHF 462,863 CHF 99.37% 99.37%
07/11/2024 0.48% 92.50 % 92.95 % 500,000 500,000 500,000 500,000 463,675 CHF 465,925 CHF 98.56% 98.56%

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