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% 93.90 % 94.35 % 500,000 500,000 500,000 500,000 469,513 CHF 471,763 CHF 99.38% 99.38%
19/11/2024 0.49% 92.70 % 93.15 % 500,000 500,000 500,000 500,000 460,922 CHF 463,172 CHF 99.38% 99.38%
18/11/2024 0.48% 93.15 % 93.60 % 500,000 500,000 500,000 500,000 466,061 CHF 468,311 CHF 99.38% 99.38%
15/11/2024 0.48% 93.15 % 93.60 % 500,000 500,000 500,000 500,000 467,110 CHF 469,360 CHF 99.38% 99.38%
14/11/2024 0.48% 94.45 % 94.90 % 500,000 500,000 500,000 500,000 472,019 CHF 474,281 CHF 99.38% 99.38%
13/11/2024 0.48% 94.60 % 95.05 % 500,000 500,000 500,000 499,990 472,652 CHF 474,916 CHF 99.38% 99.38%
12/11/2024 0.52% 94.95 % 95.45 % 500,000 500,000 500,000 500,000 476,789 CHF 479,289 CHF 99.38% 99.38%
11/11/2024 0.52% 96.00 % 96.50 % 500,000 500,000 500,000 500,000 481,244 CHF 483,744 CHF 99.37% 99.37%
08/11/2024 0.52% 96.30 % 96.80 % 500,000 500,000 500,000 500,000 481,901 CHF 484,401 CHF 99.25% 99.25%
07/11/2024 0.52% 96.60 % 97.10 % 500,000 500,000 500,000 499,998 483,468 CHF 485,966 CHF 98.80% 98.80%

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