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 0.79% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 501,883 CHF 505,883 CHF 98.58% 98.58%
19/11/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 496,586 CHF 500,586 CHF 100.00% 100.00%
18/11/2024 0.81% 98.60 % 99.40 % 500,000 500,000 500,000 500,000 492,565 CHF 496,565 CHF 100.00% 100.00%
15/11/2024 0.80% 98.60 % 99.40 % 500,000 500,000 500,000 500,000 496,087 CHF 500,087 CHF 100.00% 100.00%
14/11/2024 0.80% 100.20 % 101.00 % 500,000 500,000 500,000 500,000 499,678 CHF 503,678 CHF 100.00% 100.00%
13/11/2024 0.80% 100.10 % 100.90 % 500,000 500,000 500,000 500,000 499,460 CHF 503,460 CHF 99.85% 99.85%
12/11/2024 0.79% 100.70 % 101.50 % 500,000 500,000 500,000 500,000 504,192 CHF 508,192 CHF 100.00% 100.00%
11/11/2024 0.78% 101.90 % 102.70 % 500,000 500,000 500,000 500,000 510,061 CHF 514,061 CHF 100.00% 100.00%
08/11/2024 0.78% 102.10 % 102.90 % 500,000 500,000 500,000 500,000 510,352 CHF 514,352 CHF 100.00% 100.00%
07/11/2024 0.78% 102.70 % 103.50 % 500,000 500,000 500,000 500,000 513,411 CHF 517,411 CHF 99.24% 99.24%

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