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 0.30% 103.00 % 103.31 % 500,000 500,000 500,000 500,000 515,538 CHF 517,087 CHF 99.37% 99.37%
19/11/2024 0.30% 103.00 % 103.31 % 500,000 500,000 500,000 500,000 514,763 CHF 516,313 CHF 100.00% 100.00%
18/11/2024 0.30% 103.10 % 103.41 % 500,000 500,000 500,000 500,000 515,261 CHF 516,811 CHF 100.00% 100.00%
15/11/2024 0.30% 103.20 % 103.51 % 500,000 500,000 500,000 500,000 515,251 CHF 516,799 CHF 99.04% 99.04%
14/11/2024 0.30% 103.40 % 103.71 % 500,000 500,000 500,000 500,000 517,438 CHF 518,988 CHF 99.10% 99.10%
13/11/2024 0.30% 103.70 % 104.01 % 500,000 500,000 500,000 500,000 518,298 CHF 519,848 CHF 100.00% 100.00%
12/11/2024 0.30% 103.70 % 104.01 % 500,000 500,000 500,000 500,000 518,598 CHF 520,148 CHF 100.00% 100.00%
11/11/2024 0.30% 103.80 % 104.11 % 500,000 500,000 500,000 500,000 518,715 CHF 520,265 CHF 100.00% 100.00%
08/11/2024 0.30% 103.50 % 103.81 % 500,000 500,000 500,000 500,000 517,529 CHF 519,079 CHF 100.00% 100.00%
07/11/2024 0.30% 103.50 % 103.81 % 500,000 500,000 500,000 500,000 517,104 CHF 518,654 CHF 99.24% 99.24%

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