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 % 500,000 500,000 500,000 500,000 502,890 CHF 505,390 CHF 99.17% 99.17%
19/11/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 500,614 CHF 503,114 CHF 99.17% 99.17%
18/11/2024 0.50% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 502,891 CHF 505,391 CHF 99.20% 99.20%
15/11/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 505,137 CHF 507,637 CHF 99.17% 99.17%
14/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 506,137 CHF 508,637 CHF 99.16% 99.16%
13/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 504,711 CHF 507,211 CHF 99.17% 99.17%
12/11/2024 0.49% 101.10 % 101.60 % 500,000 500,000 500,000 500,000 507,188 CHF 509,688 CHF 99.17% 99.17%
11/11/2024 0.49% 101.70 % 102.20 % 500,000 500,000 500,000 500,000 508,336 CHF 510,836 CHF 99.17% 99.17%
08/11/2024 0.49% 101.30 % 101.80 % 500,000 500,000 500,000 500,000 506,479 CHF 508,979 CHF 99.17% 99.17%
07/11/2024 0.49% 101.45 % 101.95 % 500,000 500,000 500,000 500,000 507,153 CHF 509,653 CHF 99.08% 99.08%

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