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% 93.70 % 94.15 % 500,000 500,000 500,000 500,000 469,205 CHF 471,455 CHF 99.38% 99.38%
19/11/2024 0.48% 93.85 % 94.30 % 500,000 500,000 500,000 500,000 467,995 CHF 470,245 CHF 99.37% 99.37%
18/11/2024 0.48% 93.95 % 94.40 % 500,000 500,000 500,000 500,000 468,791 CHF 471,041 CHF 98.94% 98.94%
15/11/2024 0.48% 94.20 % 94.65 % 500,000 500,000 500,000 500,000 471,964 CHF 474,214 CHF 99.34% 99.34%
14/11/2024 0.51% 95.25 % 95.75 % 500,000 500,000 500,000 500,000 474,254 CHF 476,676 CHF 99.38% 99.38%
13/11/2024 0.48% 94.60 % 95.05 % 500,000 500,000 500,000 500,000 472,653 CHF 474,915 CHF 65.04% 65.04%
12/11/2024 0.52% 95.05 % 95.55 % 500,000 500,000 500,000 500,000 476,279 CHF 478,779 CHF 99.16% 99.16%
11/11/2024 0.52% 95.65 % 96.15 % 500,000 500,000 500,000 500,000 478,322 CHF 480,822 CHF 99.37% 99.37%
08/11/2024 0.52% 95.45 % 95.95 % 500,000 500,000 500,000 500,000 477,539 CHF 480,039 CHF 99.37% 99.37%
07/11/2024 0.52% 95.35 % 95.85 % 500,000 500,000 500,000 500,000 479,075 CHF 481,575 CHF 98.56% 98.56%

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