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
22/11/2024 0.31% 98.90 % 99.21 % 500,000 500,000 500,000 500,000 495,057 CHF 496,607 CHF 99.90% 99.90%
20/11/2024 0.31% 98.70 % 99.01 % 500,000 500,000 500,000 500,000 493,473 CHF 495,022 CHF 99.37% 99.37%
19/11/2024 0.31% 98.90 % 99.21 % 500,000 500,000 500,000 500,000 493,627 CHF 495,177 CHF 100.00% 100.00%
18/11/2024 0.31% 98.30 % 98.61 % 500,000 500,000 500,000 500,000 491,449 CHF 492,999 CHF 100.00% 100.00%
15/11/2024 0.31% 98.60 % 98.91 % 500,000 500,000 500,000 500,000 496,328 CHF 497,877 CHF 100.00% 100.00%
14/11/2024 0.31% 100.20 % 100.51 % 500,000 500,000 500,000 500,000 501,045 CHF 502,595 CHF 99.10% 99.10%
13/11/2024 0.31% 100.20 % 100.51 % 500,000 500,000 500,000 500,000 500,308 CHF 501,858 CHF 100.00% 100.00%
12/11/2024 0.31% 100.60 % 100.91 % 500,000 500,000 500,000 500,000 502,363 CHF 503,913 CHF 100.00% 100.00%
11/11/2024 0.31% 100.30 % 100.61 % 500,000 500,000 500,000 500,000 502,149 CHF 503,699 CHF 100.00% 100.00%
08/11/2024 0.31% 100.30 % 100.61 % 500,000 500,000 500,000 500,000 500,966 CHF 502,516 CHF 100.00% 100.00%

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