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 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 498,488 CHF 500,988 CHF 100.00% 100.00%
19/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 497,694 CHF 500,194 CHF 100.00% 100.00%
18/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 498,771 CHF 501,271 CHF 100.00% 100.00%
15/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,788 CHF 502,288 CHF 100.00% 100.00%
14/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 498,810 CHF 501,310 CHF 99.10% 99.10%
13/11/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 499,273 CHF 501,773 CHF 100.00% 100.00%
12/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 498,558 CHF 501,058 CHF 100.00% 100.00%
11/11/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 500,606 CHF 503,106 CHF 100.00% 100.00%
08/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 498,896 CHF 501,396 CHF 100.00% 100.00%
07/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 499,266 CHF 501,766 CHF 99.23% 99.23%

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