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% 89.75 % 90.20 % 500,000 500,000 500,000 500,000 450,541 CHF 452,791 CHF 99.38% 99.38%
19/11/2024 0.50% 89.85 % 90.30 % 500,000 500,000 500,000 500,000 451,138 CHF 453,388 CHF 99.38% 99.38%
18/11/2024 0.49% 92.15 % 92.60 % 500,000 500,000 500,000 500,000 459,603 CHF 461,853 CHF 98.94% 98.94%
15/11/2024 0.49% 91.20 % 91.65 % 500,000 500,000 500,000 500,000 458,934 CHF 461,184 CHF 99.34% 99.34%
14/11/2024 0.49% 92.60 % 93.05 % 500,000 500,000 500,000 500,000 461,033 CHF 463,283 CHF 99.38% 99.38%
13/11/2024 0.49% 91.40 % 91.85 % 500,000 500,000 500,000 500,000 457,139 CHF 459,389 CHF 65.04% 65.04%
12/11/2024 0.49% 91.70 % 92.15 % 500,000 500,000 500,000 500,000 460,280 CHF 462,530 CHF 99.16% 99.16%
11/11/2024 0.48% 93.10 % 93.55 % 500,000 500,000 500,000 500,000 467,214 CHF 469,464 CHF 99.37% 99.37%
08/11/2024 0.48% 93.15 % 93.60 % 500,000 500,000 500,000 500,000 466,683 CHF 468,933 CHF 99.38% 99.38%
07/11/2024 0.48% 93.70 % 94.15 % 500,000 500,000 500,000 500,000 469,445 CHF 471,695 CHF 98.56% 98.56%

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