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 0.51% 87.25 % 87.70 % 500,000 500,000 500,000 500,000 441,082 CHF 443,332 CHF 99.38% 99.38%
19/11/2024 0.51% 87.85 % 88.30 % 500,000 500,000 500,000 500,000 438,103 CHF 440,353 CHF 99.37% 99.37%
18/11/2024 0.51% 88.25 % 88.70 % 500,000 500,000 500,000 500,000 440,712 CHF 442,962 CHF 99.38% 99.38%
15/11/2024 0.50% 89.00 % 89.45 % 500,000 500,000 500,000 500,000 449,880 CHF 452,130 CHF 99.38% 99.38%
14/11/2024 0.50% 91.10 % 91.55 % 500,000 500,000 500,000 500,000 452,799 CHF 455,049 CHF 99.38% 99.38%
13/11/2024 0.50% 89.90 % 90.35 % 500,000 500,000 500,000 500,000 450,956 CHF 453,206 CHF 99.38% 99.38%
12/11/2024 0.49% 90.70 % 91.15 % 500,000 500,000 500,000 500,000 455,651 CHF 457,901 CHF 99.38% 99.38%
11/11/2024 0.49% 91.90 % 92.35 % 500,000 500,000 500,000 500,000 461,257 CHF 463,507 CHF 99.38% 99.38%
08/11/2024 0.49% 91.90 % 92.35 % 500,000 500,000 500,000 500,000 462,488 CHF 464,738 CHF 99.35% 99.35%
07/11/2024 0.48% 93.05 % 93.50 % 500,000 500,000 500,000 500,000 464,693 CHF 466,943 CHF 98.80% 98.80%

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