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% 89.00 % 89.45 % 500,000 500,000 500,000 500,000 448,573 CHF 450,823 CHF 99.38% 99.38%
19/11/2024 0.50% 89.25 % 89.70 % 500,000 500,000 500,000 500,000 446,529 CHF 448,779 CHF 99.37% 99.37%
18/11/2024 0.50% 90.30 % 90.75 % 500,000 500,000 500,000 500,000 450,917 CHF 453,167 CHF 98.94% 98.94%
15/11/2024 0.49% 90.80 % 91.25 % 500,000 500,000 500,000 500,000 456,012 CHF 458,262 CHF 99.35% 99.35%
14/11/2024 0.49% 91.80 % 92.25 % 500,000 500,000 500,000 500,000 456,995 CHF 459,245 CHF 99.37% 99.37%
13/11/2024 0.49% 91.40 % 91.85 % 500,000 500,000 500,000 500,000 457,050 CHF 459,300 CHF 65.04% 65.04%
12/11/2024 0.48% 92.05 % 92.50 % 500,000 500,000 500,000 500,000 465,488 CHF 467,738 CHF 99.16% 99.16%
11/11/2024 0.48% 93.95 % 94.40 % 500,000 500,000 500,000 500,000 469,958 CHF 472,208 CHF 99.38% 99.38%
08/11/2024 0.48% 92.65 % 93.10 % 500,000 500,000 500,000 500,000 465,030 CHF 467,280 CHF 99.37% 99.37%
07/11/2024 0.48% 94.40 % 94.85 % 500,000 500,000 500,000 500,000 469,786 CHF 472,036 CHF 98.56% 98.56%

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