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% 99.40 % 99.70 % 500,000 500,000 500,000 500,000 499,016 CHF 500,516 CHF 99.37% 99.37%
19/11/2024 0.30% 98.60 % 98.90 % 500,000 500,000 500,000 500,000 494,579 CHF 496,079 CHF 100.00% 100.00%
18/11/2024 0.30% 99.20 % 99.50 % 500,000 500,000 500,000 500,000 497,363 CHF 498,863 CHF 100.00% 100.00%
15/11/2024 0.30% 99.70 % 100.00 % 500,000 500,000 500,000 500,000 497,295 CHF 498,795 CHF 100.00% 100.00%
14/11/2024 0.30% 99.50 % 99.80 % 500,000 500,000 500,000 500,000 497,014 CHF 498,514 CHF 99.10% 99.10%
13/11/2024 0.30% 98.40 % 98.70 % 500,000 500,000 500,000 500,000 491,494 CHF 492,994 CHF 100.00% 100.00%
12/11/2024 0.51% 98.20 % 98.70 % 500,000 500,000 500,000 500,000 493,526 CHF 496,026 CHF 100.00% 100.00%
11/11/2024 0.30% 99.10 % 99.40 % 500,000 500,000 500,000 500,000 494,827 CHF 496,327 CHF 100.00% 100.00%
08/11/2024 0.30% 98.80 % 99.10 % 500,000 500,000 500,000 500,000 494,081 CHF 495,581 CHF 100.00% 100.00%
07/11/2024 0.30% 99.10 % 99.40 % 500,000 500,000 500,000 500,000 495,839 CHF 497,339 CHF 99.23% 99.23%

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