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 0.52% 87.45 % 87.90 % 500,000 500,000 500,000 500,000 434,885 CHF 437,135 CHF 99.17% 99.17%
19/11/2024 0.51% 86.95 % 87.40 % 500,000 500,000 500,000 500,000 437,126 CHF 439,376 CHF 99.17% 99.17%
18/11/2024 0.51% 88.75 % 89.20 % 500,000 500,000 500,000 500,000 442,231 CHF 444,481 CHF 99.21% 99.21%
15/11/2024 0.50% 90.05 % 90.50 % 500,000 500,000 500,000 500,000 446,979 CHF 449,229 CHF 99.17% 99.17%
14/11/2024 0.51% 88.55 % 89.00 % 500,000 500,000 500,000 500,000 440,025 CHF 442,275 CHF 99.16% 99.16%
13/11/2024 0.51% 88.10 % 88.55 % 500,000 500,000 500,000 500,000 440,777 CHF 443,027 CHF 99.17% 99.17%
12/11/2024 0.51% 87.40 % 87.85 % 500,000 500,000 500,000 500,000 443,025 CHF 445,275 CHF 99.17% 99.17%
11/11/2024 0.50% 90.85 % 91.30 % 500,000 500,000 500,000 500,000 452,799 CHF 455,049 CHF 99.17% 99.17%
08/11/2024 0.50% 89.95 % 90.40 % 500,000 500,000 500,000 500,000 451,569 CHF 453,819 CHF 99.17% 99.17%
07/11/2024 0.49% 92.05 % 92.50 % 500,000 500,000 500,000 500,000 461,595 CHF 463,845 CHF 99.09% 99.09%

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