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 0.81% 98.80 % 99.60 % 500,000 500,000 500,000 500,000 494,306 CHF 498,306 CHF 98.58% 98.58%
19/11/2024 0.81% 98.10 % 98.90 % 500,000 500,000 500,000 500,000 492,268 CHF 496,268 CHF 100.00% 100.00%
18/11/2024 0.80% 99.30 % 100.10 % 500,000 500,000 500,000 500,000 496,563 CHF 500,563 CHF 100.00% 100.00%
15/11/2024 0.80% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 497,721 CHF 501,721 CHF 100.00% 100.00%
14/11/2024 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 498,578 CHF 502,578 CHF 100.00% 100.00%
13/11/2024 0.80% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 496,193 CHF 500,193 CHF 100.00% 100.00%
12/11/2024 0.80% 98.80 % 99.60 % 500,000 500,000 500,000 500,000 495,509 CHF 499,509 CHF 100.00% 100.00%
11/11/2024 0.80% 99.20 % 100.00 % 500,000 500,000 500,000 500,000 496,822 CHF 500,822 CHF 100.00% 100.00%
08/11/2024 0.81% 98.40 % 99.20 % 500,000 500,000 500,000 500,000 492,976 CHF 496,976 CHF 100.00% 100.00%
07/11/2024 0.81% 98.30 % 99.10 % 500,000 500,000 500,000 500,000 492,605 CHF 496,605 CHF 99.24% 99.24%

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