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% 86.30 % 86.75 % 500,000 500,000 500,000 500,000 433,363 CHF 435,613 CHF 99.17% 99.17%
19/11/2024 0.52% 87.30 % 87.75 % 500,000 500,000 500,000 500,000 435,237 CHF 437,487 CHF 99.17% 99.17%
18/11/2024 0.52% 87.30 % 87.75 % 500,000 500,000 500,000 500,000 435,370 CHF 437,620 CHF 99.20% 99.20%
15/11/2024 0.52% 86.65 % 87.10 % 500,000 500,000 500,000 500,000 433,434 CHF 435,684 CHF 99.17% 99.17%
14/11/2024 0.52% 87.65 % 88.10 % 500,000 500,000 500,000 500,000 433,212 CHF 435,462 CHF 99.13% 99.13%
13/11/2024 0.52% 85.40 % 85.85 % 500,000 500,000 500,000 500,000 425,020 CHF 427,216 CHF 99.17% 99.17%
12/11/2024 0.53% 84.85 % 85.30 % 500,000 500,000 500,000 500,000 427,194 CHF 429,444 CHF 99.17% 99.17%
11/11/2024 0.52% 86.05 % 86.50 % 500,000 500,000 500,000 500,000 432,582 CHF 434,832 CHF 99.17% 99.17%
08/11/2024 0.52% 86.45 % 86.90 % 500,000 500,000 500,000 500,000 434,084 CHF 436,334 CHF 99.17% 99.17%
07/11/2024 0.51% 87.25 % 87.70 % 500,000 500,000 500,000 500,000 438,548 CHF 440,798 CHF 99.06% 99.06%

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