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 0.48% 92.70 % 93.15 % 500,000 500,000 500,000 500,000 468,063 CHF 470,313 CHF 99.38% 99.38%
19/11/2024 0.49% 93.50 % 93.95 % 500,000 500,000 500,000 500,000 472,800 CHF 475,143 CHF 99.38% 99.38%
18/11/2024 0.48% 94.10 % 94.55 % 500,000 500,000 500,000 500,000 470,189 CHF 472,439 CHF 99.38% 99.38%
15/11/2024 0.48% 93.85 % 94.30 % 500,000 500,000 500,000 500,000 468,630 CHF 470,880 CHF 98.97% 98.97%
14/11/2024 0.48% 93.85 % 94.30 % 500,000 500,000 500,000 500,000 467,310 CHF 469,560 CHF 99.38% 99.38%
13/11/2024 0.49% 91.75 % 92.20 % 500,000 500,000 500,000 500,000 458,369 CHF 460,619 CHF 99.38% 99.38%
12/11/2024 0.48% 93.30 % 93.75 % 500,000 500,000 500,000 500,000 472,697 CHF 474,985 CHF 99.38% 99.38%
11/11/2024 0.48% 94.70 % 95.15 % 500,000 500,000 500,000 500,000 470,792 CHF 473,042 CHF 99.37% 99.37%
08/11/2024 0.48% 93.60 % 94.05 % 500,000 500,000 500,000 500,000 466,091 CHF 468,341 CHF 99.36% 99.36%
07/11/2024 0.49% 92.65 % 93.10 % 500,000 500,000 500,000 500,000 461,236 CHF 463,486 CHF 98.77% 98.77%

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