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% 94.45 % 94.90 % 500,000 500,000 500,000 500,000 473,640 CHF 475,993 CHF 99.38% 99.38%
19/11/2024 0.50% 94.50 % 94.95 % 500,000 500,000 500,000 500,000 473,930 CHF 476,292 CHF 99.38% 99.38%
18/11/2024 0.52% 96.10 % 96.60 % 500,000 500,000 500,000 500,000 479,690 CHF 482,190 CHF 98.94% 98.94%
15/11/2024 0.52% 95.35 % 95.85 % 500,000 500,000 500,000 500,000 479,060 CHF 481,560 CHF 99.36% 99.36%
14/11/2024 0.52% 96.40 % 96.90 % 500,000 500,000 500,000 500,000 480,931 CHF 483,431 CHF 99.37% 99.37%
13/11/2024 0.52% 95.70 % 96.20 % 500,000 500,000 500,000 500,000 478,431 CHF 480,931 CHF 65.04% 65.04%
12/11/2024 0.52% 95.90 % 96.40 % 500,000 500,000 500,000 500,000 480,636 CHF 483,136 CHF 99.16% 99.16%
11/11/2024 0.51% 96.75 % 97.25 % 500,000 500,000 500,000 500,000 485,016 CHF 487,516 CHF 99.37% 99.37%
08/11/2024 0.51% 96.80 % 97.30 % 500,000 500,000 500,000 500,000 484,676 CHF 487,176 CHF 99.37% 99.37%
07/11/2024 0.51% 97.20 % 97.70 % 500,000 500,000 500,000 500,000 486,056 CHF 488,556 CHF 98.56% 98.56%

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