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 0.48% 82.70 % 83.10 % 500,000 500,000 500,000 500,000 414,557 CHF 416,557 CHF 98.83% 98.83%
19/11/2024 0.48% 82.55 % 82.95 % 500,000 500,000 500,000 500,000 415,135 CHF 417,135 CHF 99.17% 99.17%
18/11/2024 0.47% 84.20 % 84.60 % 500,000 500,000 500,000 500,000 420,340 CHF 422,340 CHF 99.19% 99.19%
15/11/2024 0.52% 85.40 % 85.85 % 500,000 500,000 500,000 500,000 430,051 CHF 432,301 CHF 99.17% 99.17%
14/11/2024 0.52% 87.05 % 87.50 % 500,000 500,000 500,000 500,000 433,715 CHF 435,965 CHF 99.16% 99.16%
13/11/2024 0.52% 86.30 % 86.75 % 500,000 500,000 500,000 500,000 433,033 CHF 435,283 CHF 98.96% 98.96%
12/11/2024 0.51% 86.55 % 87.00 % 500,000 500,000 500,000 500,000 438,919 CHF 441,169 CHF 99.17% 99.17%
11/11/2024 0.50% 90.00 % 90.45 % 500,000 500,000 500,000 500,000 451,075 CHF 453,325 CHF 99.17% 99.17%
08/11/2024 0.51% 89.05 % 89.50 % 500,000 500,000 500,000 500,000 441,342 CHF 443,592 CHF 99.17% 99.17%
07/11/2024 0.50% 88.85 % 89.30 % 500,000 500,000 500,000 500,000 445,065 CHF 447,315 CHF 98.69% 98.69%

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