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% 82.65 % 83.05 % 500,000 500,000 500,000 500,000 415,764 CHF 417,764 CHF 99.17% 99.17%
19/11/2024 0.48% 83.60 % 84.00 % 500,000 500,000 500,000 500,000 415,440 CHF 417,440 CHF 99.17% 99.17%
18/11/2024 0.48% 84.45 % 84.85 % 500,000 500,000 500,000 500,000 422,771 CHF 424,813 CHF 99.21% 99.21%
15/11/2024 0.52% 84.80 % 85.25 % 500,000 500,000 500,000 500,000 425,370 CHF 427,601 CHF 99.17% 99.17%
14/11/2024 0.48% 84.45 % 84.85 % 500,000 500,000 500,000 500,000 420,032 CHF 422,032 CHF 99.16% 99.16%
13/11/2024 0.48% 84.20 % 84.60 % 500,000 500,000 500,000 500,000 421,855 CHF 423,889 CHF 99.17% 99.17%
12/11/2024 0.53% 84.85 % 85.30 % 500,000 500,000 500,000 500,000 427,304 CHF 429,554 CHF 99.17% 99.17%
11/11/2024 0.51% 88.40 % 88.85 % 500,000 500,000 500,000 500,000 443,046 CHF 445,296 CHF 99.17% 99.17%
08/11/2024 0.51% 87.85 % 88.30 % 500,000 500,000 500,000 500,000 441,350 CHF 443,600 CHF 99.17% 99.17%
07/11/2024 0.50% 89.95 % 90.40 % 500,000 500,000 500,000 500,000 450,643 CHF 452,893 CHF 99.08% 99.08%

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