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% 100.10 % 100.41 % 500,000 500,000 500,000 500,000 502,598 CHF 504,147 CHF 100.00% 100.00%
19/11/2024 0.31% 100.60 % 100.91 % 500,000 500,000 500,000 500,000 501,215 CHF 502,765 CHF 100.00% 100.00%
18/11/2024 0.31% 99.90 % 100.21 % 500,000 500,000 500,000 500,000 500,075 CHF 501,625 CHF 100.00% 100.00%
15/11/2024 0.31% 100.10 % 100.41 % 500,000 500,000 500,000 500,000 500,644 CHF 502,192 CHF 100.00% 100.00%
14/11/2024 0.31% 100.30 % 100.61 % 500,000 500,000 500,000 500,000 500,807 CHF 502,357 CHF 99.10% 99.10%
13/11/2024 0.31% 100.10 % 100.41 % 500,000 500,000 500,000 500,000 500,594 CHF 502,144 CHF 100.00% 100.00%
12/11/2024 0.31% 100.20 % 100.51 % 500,000 500,000 500,000 500,000 502,201 CHF 503,751 CHF 100.00% 100.00%
11/11/2024 0.31% 100.70 % 101.01 % 500,000 500,000 500,000 500,000 503,812 CHF 505,362 CHF 100.00% 100.00%
08/11/2024 0.31% 100.60 % 100.91 % 500,000 500,000 500,000 500,000 503,050 CHF 504,600 CHF 100.00% 100.00%
07/11/2024 0.31% 101.00 % 101.31 % 500,000 500,000 500,000 500,000 504,962 CHF 506,512 CHF 95.44% 95.44%

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