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 0.52% 86.40 % 86.85 % 500,000 500,000 500,000 500,000 434,896 CHF 437,146 CHF 99.38% 99.38%
19/11/2024 0.52% 86.65 % 87.10 % 500,000 500,000 500,000 500,000 433,756 CHF 436,006 CHF 99.37% 99.37%
18/11/2024 0.51% 86.30 % 86.75 % 500,000 500,000 500,000 500,000 439,013 CHF 441,263 CHF 98.90% 98.90%
15/11/2024 0.50% 88.90 % 89.35 % 500,000 500,000 500,000 500,000 449,594 CHF 451,844 CHF 99.35% 99.35%
14/11/2024 0.49% 91.20 % 91.65 % 500,000 500,000 500,000 500,000 456,764 CHF 459,014 CHF 99.37% 99.37%
13/11/2024 0.49% 90.80 % 91.25 % 500,000 500,000 500,000 500,000 454,740 CHF 456,990 CHF 65.04% 65.04%
12/11/2024 0.49% 90.65 % 91.10 % 500,000 500,000 500,000 500,000 453,891 CHF 456,141 CHF 99.15% 99.15%
11/11/2024 0.49% 91.15 % 91.60 % 500,000 500,000 500,000 500,000 455,912 CHF 458,162 CHF 99.37% 99.37%
08/11/2024 0.49% 91.15 % 91.60 % 500,000 500,000 500,000 500,000 456,248 CHF 458,498 CHF 99.37% 99.37%
07/11/2024 0.49% 91.45 % 91.90 % 500,000 500,000 500,000 500,000 457,317 CHF 459,567 CHF 98.56% 98.56%

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