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% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 494,483 CHF 496,983 CHF 99.17% 99.17%
19/11/2024 0.50% 98.60 % 99.10 % 500,000 500,000 500,000 500,000 493,919 CHF 496,419 CHF 99.17% 99.17%
18/11/2024 0.51% 98.25 % 98.75 % 500,000 500,000 500,000 500,000 491,313 CHF 493,813 CHF 99.19% 99.19%
15/11/2024 0.51% 98.30 % 98.80 % 500,000 500,000 500,000 500,000 491,323 CHF 493,823 CHF 99.17% 99.17%
14/11/2024 0.51% 98.25 % 98.75 % 500,000 500,000 500,000 500,000 491,083 CHF 493,583 CHF 99.13% 99.13%
13/11/2024 0.51% 98.05 % 98.55 % 500,000 500,000 500,000 500,000 489,345 CHF 491,845 CHF 99.17% 99.17%
12/11/2024 0.51% 98.25 % 98.75 % 500,000 500,000 500,000 500,000 491,335 CHF 493,835 CHF 99.17% 99.17%
11/11/2024 0.51% 98.05 % 98.55 % 500,000 500,000 500,000 500,000 489,818 CHF 492,318 CHF 99.17% 99.17%
08/11/2024 0.51% 97.75 % 98.25 % 500,000 500,000 500,000 500,000 486,191 CHF 488,691 CHF 99.17% 99.17%
07/11/2024 0.51% 96.90 % 97.40 % 500,000 500,000 500,000 500,000 485,707 CHF 488,207 CHF 99.06% 99.06%

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