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 0.49% 100.45 % 100.95 % 500,000 500,000 500,000 500,000 504,596 CHF 507,096 CHF 99.38% 99.38%
19/11/2024 0.50% 100.45 % 100.95 % 500,000 500,000 500,000 500,000 501,390 CHF 503,890 CHF 99.37% 99.37%
18/11/2024 0.49% 100.55 % 101.05 % 500,000 500,000 500,000 500,000 504,436 CHF 506,936 CHF 98.93% 98.93%
15/11/2024 0.49% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 505,831 CHF 508,331 CHF 99.36% 99.36%
14/11/2024 0.49% 100.75 % 101.25 % 500,000 500,000 500,000 500,000 504,235 CHF 506,735 CHF 99.37% 99.37%
13/11/2024 0.49% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 504,462 CHF 506,962 CHF 65.04% 65.04%
12/11/2024 0.49% 100.95 % 101.45 % 500,000 500,000 500,000 500,000 505,052 CHF 507,552 CHF 99.16% 99.16%
11/11/2024 0.49% 101.25 % 101.75 % 500,000 500,000 500,000 500,000 506,546 CHF 509,046 CHF 99.38% 99.38%
08/11/2024 0.49% 101.05 % 101.55 % 500,000 500,000 500,000 500,000 505,163 CHF 507,663 CHF 99.37% 99.37%
07/11/2024 0.49% 100.65 % 101.15 % 500,000 500,000 500,000 500,000 504,175 CHF 506,675 CHF 98.56% 98.56%

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