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 0.48% 92.85 % 93.30 % 500,000 500,000 500,000 500,000 465,483 CHF 467,733 CHF 99.17% 99.17%
19/11/2024 0.48% 93.10 % 93.55 % 500,000 500,000 500,000 500,000 464,865 CHF 467,115 CHF 99.17% 99.17%
18/11/2024 0.48% 93.35 % 93.80 % 500,000 500,000 500,000 500,000 465,585 CHF 467,835 CHF 99.20% 99.20%
15/11/2024 0.48% 93.60 % 94.05 % 500,000 500,000 500,000 500,000 468,685 CHF 470,935 CHF 99.17% 99.17%
14/11/2024 0.48% 94.00 % 94.45 % 500,000 500,000 500,000 500,000 470,178 CHF 472,428 CHF 99.13% 99.13%
13/11/2024 0.48% 94.00 % 94.45 % 500,000 500,000 500,000 500,000 470,870 CHF 473,120 CHF 99.17% 99.17%
12/11/2024 0.51% 94.70 % 95.15 % 500,000 500,000 500,000 500,000 474,860 CHF 477,306 CHF 99.17% 99.17%
11/11/2024 0.52% 95.25 % 95.75 % 500,000 500,000 500,000 500,000 477,184 CHF 479,684 CHF 99.17% 99.17%
08/11/2024 0.52% 94.90 % 95.40 % 500,000 500,000 500,000 500,000 476,673 CHF 479,173 CHF 99.17% 99.17%
07/11/2024 0.52% 95.80 % 96.30 % 500,000 500,000 500,000 500,000 480,066 CHF 482,566 CHF 99.06% 99.06%

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