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 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 505,792 CHF 508,292 CHF 99.17% 99.17%
19/11/2024 0.49% 100.85 % 101.35 % 500,000 500,000 500,000 500,000 504,337 CHF 506,837 CHF 99.17% 99.17%
18/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 504,914 CHF 507,414 CHF 99.19% 99.19%
15/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 505,956 CHF 508,456 CHF 99.17% 99.17%
14/11/2024 0.49% 101.45 % 101.95 % 500,000 500,000 500,000 500,000 506,766 CHF 509,266 CHF 99.16% 99.16%
13/11/2024 0.49% 101.05 % 101.55 % 500,000 500,000 500,000 500,000 504,804 CHF 507,304 CHF 99.17% 99.17%
12/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 505,949 CHF 508,449 CHF 99.17% 99.17%
11/11/2024 0.49% 101.45 % 101.95 % 500,000 500,000 500,000 500,000 508,322 CHF 510,822 CHF 99.17% 99.17%
08/11/2024 0.49% 101.50 % 102.00 % 500,000 500,000 500,000 500,000 508,693 CHF 511,193 CHF 99.17% 99.17%
07/11/2024 0.49% 101.70 % 102.20 % 500,000 500,000 500,000 500,000 508,546 CHF 511,046 CHF 99.09% 99.09%

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