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 0.80% 98.60 % 99.40 % 500,000 500,000 500,000 500,000 495,378 CHF 499,378 CHF 98.58% 98.58%
19/11/2024 0.81% 98.70 % 99.50 % 500,000 500,000 500,000 500,000 493,079 CHF 497,079 CHF 100.00% 100.00%
18/11/2024 0.81% 98.90 % 99.70 % 500,000 500,000 500,000 500,000 494,130 CHF 498,130 CHF 100.00% 100.00%
15/11/2024 0.80% 98.80 % 99.60 % 500,000 500,000 500,000 500,000 495,309 CHF 499,309 CHF 100.00% 100.00%
14/11/2024 0.80% 99.40 % 100.20 % 500,000 500,000 500,000 500,000 495,723 CHF 499,723 CHF 100.00% 100.00%
13/11/2024 0.81% 98.10 % 98.90 % 500,000 500,000 500,000 500,000 490,658 CHF 494,658 CHF 100.00% 100.00%
12/11/2024 0.80% 98.90 % 99.70 % 500,000 500,000 500,000 500,000 497,849 CHF 501,849 CHF 100.00% 100.00%
11/11/2024 0.79% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 501,458 CHF 505,458 CHF 100.00% 100.00%
08/11/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 498,587 CHF 502,587 CHF 100.00% 100.00%
07/11/2024 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 498,426 CHF 502,426 CHF 99.24% 99.24%

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