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% 86.80 % 87.25 % 500,000 500,000 500,000 500,000 435,877 CHF 438,127 CHF 99.38% 99.38%
19/11/2024 0.51% 86.95 % 87.40 % 500,000 500,000 500,000 500,000 436,609 CHF 438,859 CHF 99.37% 99.37%
18/11/2024 0.50% 89.40 % 89.85 % 500,000 500,000 500,000 500,000 446,079 CHF 448,329 CHF 98.94% 98.94%
15/11/2024 0.50% 88.40 % 88.85 % 500,000 500,000 500,000 499,966 445,426 CHF 447,646 CHF 99.34% 99.34%
14/11/2024 0.50% 90.00 % 90.45 % 500,000 500,000 500,000 500,000 447,653 CHF 449,903 CHF 99.37% 99.37%
13/11/2024 0.51% 88.60 % 89.05 % 500,000 500,000 500,000 500,000 443,097 CHF 445,347 CHF 65.04% 65.04%
12/11/2024 0.50% 88.90 % 89.35 % 500,000 500,000 500,000 500,000 446,643 CHF 448,893 CHF 99.16% 99.16%
11/11/2024 0.49% 90.50 % 90.95 % 500,000 500,000 500,000 500,000 454,577 CHF 456,827 CHF 99.38% 99.38%
08/11/2024 0.49% 90.55 % 91.00 % 500,000 500,000 500,000 499,939 454,005 CHF 456,199 CHF 99.37% 99.37%
07/11/2024 0.49% 91.20 % 91.65 % 500,000 500,000 500,000 500,000 457,324 CHF 459,574 CHF 98.56% 98.56%

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