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 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 498,636 CHF 502,636 CHF 97.95% 97.95%
19/11/2024 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 498,123 CHF 502,123 CHF 100.00% 100.00%
18/11/2024 0.80% 99.50 % 100.30 % 500,000 500,000 500,000 500,000 497,456 CHF 501,456 CHF 100.00% 100.00%
15/11/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 498,382 CHF 502,382 CHF 100.00% 100.00%
14/11/2024 0.80% 99.90 % 100.70 % 500,000 500,000 500,000 500,000 498,518 CHF 502,518 CHF 100.00% 100.00%
13/11/2024 0.81% 98.90 % 99.70 % 500,000 500,000 500,000 500,000 494,637 CHF 498,637 CHF 100.00% 100.00%
12/11/2024 0.80% 98.90 % 99.70 % 500,000 500,000 500,000 500,000 496,067 CHF 500,067 CHF 100.00% 100.00%
11/11/2024 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 499,356 CHF 503,356 CHF 100.00% 100.00%
08/11/2024 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 498,661 CHF 502,661 CHF 100.00% 100.00%
07/11/2024 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 499,493 CHF 503,493 CHF 99.23% 99.23%

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