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 0.52% 96.30 % 96.80 % 500,000 500,000 500,000 500,000 483,317 CHF 485,817 CHF 99.37% 99.37%
19/11/2024 0.52% 96.40 % 96.90 % 500,000 500,000 500,000 500,000 482,429 CHF 484,929 CHF 100.00% 100.00%
18/11/2024 0.32% 96.60 % 96.91 % 500,000 500,000 500,000 500,000 484,107 CHF 485,657 CHF 100.00% 100.00%
15/11/2024 0.32% 97.20 % 97.51 % 500,000 500,000 500,000 500,000 487,090 CHF 488,639 CHF 100.00% 100.00%
14/11/2024 0.51% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 491,170 CHF 493,670 CHF 99.10% 99.10%
13/11/2024 0.51% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 493,562 CHF 496,062 CHF 100.00% 100.00%
12/11/2024 0.31% 98.70 % 99.01 % 500,000 500,000 500,000 500,000 493,680 CHF 495,230 CHF 100.00% 100.00%
11/11/2024 0.31% 99.00 % 99.31 % 500,000 500,000 500,000 500,000 495,076 CHF 496,626 CHF 100.00% 100.00%
08/11/2024 0.51% 98.20 % 98.70 % 500,000 500,000 500,000 500,000 491,946 CHF 494,446 CHF 100.00% 100.00%
07/11/2024 0.50% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 493,838 CHF 496,338 CHF 99.23% 99.23%

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