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% 88.90 % 89.35 % 500,000 500,000 500,000 500,000 444,230 CHF 446,480 CHF 99.17% 99.17%
19/11/2024 0.51% 88.80 % 89.25 % 500,000 500,000 500,000 500,000 442,409 CHF 444,659 CHF 99.17% 99.17%
18/11/2024 0.51% 87.65 % 88.10 % 500,000 500,000 500,000 500,000 437,166 CHF 439,416 CHF 99.20% 99.20%
15/11/2024 0.51% 87.05 % 87.50 % 500,000 500,000 500,000 500,000 436,314 CHF 438,564 CHF 99.17% 99.17%
14/11/2024 0.51% 88.75 % 89.20 % 500,000 500,000 500,000 500,000 442,057 CHF 444,307 CHF 99.16% 99.16%
13/11/2024 0.51% 88.05 % 88.50 % 500,000 500,000 500,000 500,000 441,374 CHF 443,624 CHF 99.17% 99.17%
12/11/2024 0.50% 89.70 % 90.15 % 500,000 500,000 500,000 500,000 450,396 CHF 452,646 CHF 99.17% 99.17%
11/11/2024 0.49% 91.15 % 91.60 % 500,000 500,000 500,000 500,000 456,340 CHF 458,590 CHF 99.17% 99.17%
08/11/2024 0.50% 90.00 % 90.45 % 500,000 500,000 500,000 500,000 451,233 CHF 453,483 CHF 99.17% 99.17%
07/11/2024 0.50% 90.15 % 90.60 % 500,000 500,000 500,000 500,000 452,713 CHF 454,963 CHF 99.08% 99.08%

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