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 0.31% 99.80 % 100.11 % 500,000 500,000 500,000 500,000 501,054 CHF 502,602 CHF 100.00% 100.00%
19/11/2024 0.31% 98.90 % 99.21 % 500,000 500,000 500,000 500,000 496,412 CHF 497,962 CHF 100.00% 100.00%
18/11/2024 0.31% 99.60 % 99.91 % 500,000 500,000 500,000 500,000 499,311 CHF 500,861 CHF 100.00% 100.00%
15/11/2024 0.31% 100.00 % 100.31 % 500,000 500,000 500,000 500,000 499,191 CHF 500,739 CHF 100.00% 100.00%
14/11/2024 0.31% 99.70 % 100.01 % 500,000 500,000 500,000 500,000 498,334 CHF 499,884 CHF 99.10% 99.10%
13/11/2024 0.31% 98.80 % 99.11 % 500,000 500,000 500,000 500,000 493,286 CHF 494,836 CHF 100.00% 100.00%
12/11/2024 0.50% 98.60 % 99.10 % 500,000 500,000 500,000 500,000 495,596 CHF 498,096 CHF 100.00% 100.00%
11/11/2024 0.31% 99.50 % 99.81 % 500,000 500,000 500,000 500,000 496,720 CHF 498,270 CHF 100.00% 100.00%
08/11/2024 0.31% 99.20 % 99.51 % 500,000 500,000 500,000 500,000 495,960 CHF 497,510 CHF 100.00% 100.00%
07/11/2024 0.31% 99.40 % 99.71 % 500,000 500,000 500,000 500,000 497,804 CHF 499,354 CHF 99.24% 99.24%

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