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 0.30% 98.60 % 98.90 % 500,000 500,000 500,000 500,000 493,800 CHF 495,300 CHF 99.37% 99.37%
19/11/2024 0.30% 98.60 % 98.90 % 500,000 500,000 500,000 500,000 494,866 CHF 496,366 CHF 100.00% 100.00%
18/11/2024 0.30% 99.10 % 99.40 % 500,000 500,000 500,000 500,000 491,794 CHF 493,294 CHF 100.00% 100.00%
15/11/2024 0.30% 98.00 % 98.30 % 500,000 500,000 500,000 500,000 491,418 CHF 492,918 CHF 100.00% 100.00%
14/11/2024 0.30% 98.60 % 98.90 % 500,000 500,000 500,000 500,000 492,526 CHF 494,026 CHF 99.10% 99.10%
13/11/2024 0.31% 99.30 % 99.60 % 500,000 500,000 500,000 500,000 490,304 CHF 491,804 CHF 100.00% 100.00%
12/11/2024 0.30% 98.90 % 99.20 % 500,000 500,000 500,000 500,000 499,910 CHF 501,410 CHF 100.00% 100.00%
11/11/2024 0.30% 100.40 % 100.70 % 500,000 500,000 500,000 500,000 502,747 CHF 504,247 CHF 100.00% 100.00%
08/11/2024 0.30% 100.30 % 100.60 % 500,000 500,000 500,000 500,000 501,047 CHF 502,547 CHF 100.00% 100.00%
07/11/2024 0.30% 100.50 % 100.80 % 500,000 500,000 500,000 500,000 502,913 CHF 504,413 CHF 99.23% 99.23%

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