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% 98.10 % 98.60 % 500,000 500,000 500,000 500,000 491,435 CHF 493,935 CHF 99.36% 99.36%
19/11/2024 0.51% 97.90 % 98.40 % 500,000 500,000 500,000 500,000 489,956 CHF 492,456 CHF 100.00% 100.00%
18/11/2024 0.30% 98.30 % 98.60 % 500,000 500,000 500,000 500,000 492,175 CHF 493,675 CHF 100.00% 100.00%
15/11/2024 0.30% 98.50 % 98.80 % 500,000 500,000 500,000 500,000 493,464 CHF 494,964 CHF 100.00% 100.00%
14/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 496,280 CHF 498,780 CHF 99.10% 99.10%
13/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 498,114 CHF 500,614 CHF 100.00% 100.00%
12/11/2024 0.30% 99.60 % 99.90 % 500,000 500,000 500,000 500,000 497,850 CHF 499,350 CHF 100.00% 100.00%
11/11/2024 0.30% 99.90 % 100.20 % 500,000 500,000 500,000 500,000 499,519 CHF 501,019 CHF 100.00% 100.00%
08/11/2024 0.50% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 496,965 CHF 499,465 CHF 100.00% 100.00%
07/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 498,619 CHF 501,119 CHF 99.23% 99.23%

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