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% 102.05 % 102.55 % 500,000 500,000 500,000 500,000 511,343 CHF 513,843 CHF 99.38% 99.38%
19/11/2024 0.49% 101.80 % 102.30 % 500,000 500,000 500,000 500,000 508,534 CHF 511,034 CHF 99.37% 99.37%
18/11/2024 0.49% 102.00 % 102.50 % 500,000 500,000 500,000 500,000 510,450 CHF 512,950 CHF 99.37% 99.37%
15/11/2024 0.49% 101.60 % 102.10 % 500,000 500,000 500,000 500,000 508,333 CHF 510,833 CHF 99.38% 99.38%
14/11/2024 0.49% 101.75 % 102.25 % 500,000 500,000 500,000 500,000 507,216 CHF 509,716 CHF 99.38% 99.38%
13/11/2024 0.49% 101.35 % 101.85 % 500,000 500,000 500,000 500,000 506,925 CHF 509,425 CHF 99.38% 99.38%
12/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 509,029 CHF 511,529 CHF 99.38% 99.38%
11/11/2024 0.48% 102.65 % 103.15 % 500,000 500,000 500,000 500,000 514,236 CHF 516,736 CHF 99.37% 99.37%
08/11/2024 0.49% 102.80 % 103.30 % 500,000 500,000 500,000 500,000 513,896 CHF 516,396 CHF 99.35% 99.35%
07/11/2024 0.49% 102.90 % 103.40 % 500,000 500,000 500,000 500,000 512,986 CHF 515,486 CHF 98.79% 98.79%

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