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 0.20% 99.50 % 99.70 % 500,000 500,000 500,000 500,000 500,396 CHF 501,396 CHF 100.00% 100.00%
19/11/2024 0.20% 99.90 % 100.10 % 500,000 500,000 500,000 500,000 496,744 CHF 497,744 CHF 100.00% 100.00%
18/11/2024 0.20% 98.70 % 98.90 % 500,000 500,000 500,000 500,000 494,057 CHF 495,057 CHF 100.00% 100.00%
15/11/2024 0.20% 98.90 % 99.10 % 500,000 500,000 500,000 500,000 495,207 CHF 496,207 CHF 100.00% 100.00%
14/11/2024 0.20% 99.30 % 99.50 % 500,000 500,000 499,034 499,034 494,541 CHF 495,541 CHF 100.00% 100.00%
13/11/2024 0.20% 99.10 % 99.30 % 500,000 500,000 500,000 500,000 495,436 CHF 496,436 CHF 100.00% 100.00%
12/11/2024 0.20% 99.20 % 99.40 % 500,000 500,000 500,000 500,000 498,219 CHF 499,219 CHF 100.00% 100.00%
11/11/2024 0.20% 100.10 % 100.30 % 500,000 500,000 500,000 500,000 500,779 CHF 501,779 CHF 100.00% 100.00%
08/11/2024 0.40% 99.60 % 100.00 % 500,000 500,000 500,000 500,000 498,157 CHF 500,157 CHF 100.00% 100.00%
07/11/2024 0.20% 100.10 % 100.30 % 500,000 500,000 500,000 500,000 500,598 CHF 501,598 CHF 96.21% 96.21%

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