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% 100.40 % 100.70 % 500,000 500,000 500,000 500,000 501,254 CHF 502,754 CHF 99.36% 99.36%
19/11/2024 0.30% 100.20 % 100.50 % 500,000 500,000 500,000 500,000 500,005 CHF 501,505 CHF 100.00% 100.00%
18/11/2024 0.30% 100.40 % 100.70 % 500,000 500,000 500,000 500,000 502,081 CHF 503,581 CHF 100.00% 100.00%
15/11/2024 0.30% 100.50 % 100.80 % 500,000 500,000 500,000 500,000 502,795 CHF 504,295 CHF 100.00% 100.00%
14/11/2024 0.30% 100.50 % 100.80 % 500,000 500,000 500,000 500,000 502,188 CHF 503,688 CHF 99.10% 99.10%
13/11/2024 0.30% 99.90 % 100.20 % 500,000 500,000 500,000 500,000 499,585 CHF 501,085 CHF 100.00% 100.00%
12/11/2024 0.30% 100.00 % 100.30 % 500,000 500,000 500,000 500,000 500,869 CHF 502,369 CHF 100.00% 100.00%
11/11/2024 0.30% 100.20 % 100.50 % 500,000 500,000 500,000 500,000 500,542 CHF 502,042 CHF 100.00% 100.00%
08/11/2024 0.30% 99.90 % 100.20 % 500,000 500,000 500,000 500,000 499,541 CHF 501,041 CHF 100.00% 100.00%
07/11/2024 0.30% 99.90 % 100.20 % 500,000 500,000 500,000 500,000 500,264 CHF 501,764 CHF 99.23% 99.23%

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