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 0.50% 98.60 % 99.10 % 500,000 500,000 500,000 500,000 494,794 CHF 497,294 CHF 99.17% 99.17%
19/11/2024 0.51% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 492,122 CHF 494,622 CHF 99.17% 99.17%
18/11/2024 0.50% 98.95 % 99.45 % 500,000 500,000 500,000 500,000 494,720 CHF 497,220 CHF 99.20% 99.20%
15/11/2024 0.50% 99.25 % 99.75 % 500,000 500,000 500,000 500,000 497,019 CHF 499,519 CHF 99.17% 99.17%
14/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,854 CHF 500,354 CHF 99.13% 99.13%
13/11/2024 0.50% 99.35 % 99.85 % 500,000 500,000 500,000 500,000 496,441 CHF 498,941 CHF 99.17% 99.17%
12/11/2024 0.50% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 498,256 CHF 500,756 CHF 99.17% 99.17%
11/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,308 CHF 501,808 CHF 99.17% 99.17%
08/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,244 CHF 499,744 CHF 99.17% 99.17%
07/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 498,135 CHF 500,635 CHF 99.06% 99.06%

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