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% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 502,250 CHF 504,750 CHF 99.17% 99.17%
19/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,098 CHF 503,598 CHF 99.17% 99.17%
18/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,807 CHF 505,307 CHF 99.19% 99.19%
15/11/2024 0.50% 100.65 % 101.15 % 500,000 500,000 500,000 500,000 503,724 CHF 506,224 CHF 99.17% 99.17%
14/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 502,231 CHF 504,731 CHF 99.13% 99.13%
13/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,524 CHF 504,024 CHF 99.17% 99.17%
12/11/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 503,685 CHF 506,185 CHF 99.17% 99.17%
11/11/2024 0.49% 101.05 % 101.55 % 500,000 500,000 500,000 500,000 505,145 CHF 507,645 CHF 99.17% 99.17%
08/11/2024 0.50% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 503,266 CHF 505,766 CHF 99.17% 99.17%
07/11/2024 0.50% 100.45 % 100.95 % 500,000 500,000 500,000 500,000 501,443 CHF 503,943 CHF 99.06% 99.06%

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