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 0.51% 97.95 % 98.45 % 500,000 500,000 500,000 500,000 490,493 CHF 492,993 CHF 99.17% 99.17%
19/11/2024 0.51% 97.75 % 98.25 % 500,000 500,000 500,000 500,000 487,974 CHF 490,474 CHF 99.17% 99.17%
18/11/2024 0.51% 98.20 % 98.70 % 500,000 500,000 500,000 500,000 491,153 CHF 493,653 CHF 99.20% 99.20%
15/11/2024 0.51% 98.45 % 98.95 % 500,000 500,000 500,000 500,000 491,373 CHF 493,873 CHF 99.17% 99.17%
14/11/2024 0.51% 98.05 % 98.55 % 500,000 500,000 500,000 500,000 489,101 CHF 491,601 CHF 99.16% 99.16%
13/11/2024 0.51% 97.40 % 97.90 % 500,000 500,000 500,000 500,000 487,240 CHF 489,740 CHF 99.17% 99.17%
12/11/2024 0.51% 97.45 % 97.95 % 500,000 500,000 500,000 500,000 487,247 CHF 489,747 CHF 99.17% 99.17%
11/11/2024 0.50% 98.65 % 99.15 % 500,000 500,000 500,000 500,000 494,377 CHF 496,877 CHF 99.17% 99.17%
08/11/2024 0.51% 98.40 % 98.90 % 500,000 500,000 500,000 500,000 490,434 CHF 492,934 CHF 99.17% 99.17%
07/11/2024 0.51% 98.00 % 98.50 % 500,000 500,000 500,000 500,000 490,084 CHF 492,584 CHF 99.08% 99.08%

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