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 0.51% 96.70 % 97.20 % 500,000 500,000 500,000 500,000 484,514 CHF 487,014 CHF 99.17% 99.17%
19/11/2024 0.51% 97.20 % 97.70 % 500,000 500,000 500,000 500,000 485,702 CHF 488,202 CHF 99.17% 99.17%
18/11/2024 0.51% 97.25 % 97.75 % 500,000 500,000 500,000 500,000 485,053 CHF 487,553 CHF 99.19% 99.19%
15/11/2024 0.52% 96.85 % 97.35 % 500,000 500,000 500,000 500,000 483,191 CHF 485,691 CHF 99.17% 99.17%
14/11/2024 0.52% 96.85 % 97.35 % 500,000 500,000 500,000 500,000 483,873 CHF 486,373 CHF 99.13% 99.13%
13/11/2024 0.52% 95.75 % 96.25 % 500,000 500,000 500,000 500,000 479,649 CHF 482,149 CHF 99.17% 99.17%
12/11/2024 0.52% 95.90 % 96.40 % 500,000 500,000 500,000 500,000 480,104 CHF 482,604 CHF 99.17% 99.17%
11/11/2024 0.51% 97.10 % 97.60 % 500,000 500,000 500,000 500,000 489,023 CHF 491,523 CHF 99.17% 99.17%
08/11/2024 0.51% 98.25 % 98.75 % 500,000 500,000 500,000 500,000 491,741 CHF 494,241 CHF 99.17% 99.17%
07/11/2024 0.51% 98.25 % 98.75 % 500,000 500,000 500,000 500,000 491,048 CHF 493,548 CHF 99.06% 99.06%

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