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 0.52% 94.50 % 94.95 % 500,000 500,000 500,000 500,000 476,396 CHF 478,857 CHF 99.38% 99.38%
19/11/2024 0.52% 95.25 % 95.75 % 500,000 500,000 500,000 500,000 475,073 CHF 477,563 CHF 99.37% 99.37%
18/11/2024 0.52% 95.30 % 95.80 % 500,000 500,000 500,000 500,000 477,753 CHF 480,253 CHF 99.38% 99.38%
15/11/2024 0.52% 96.00 % 96.50 % 500,000 500,000 500,000 500,000 481,528 CHF 484,028 CHF 99.38% 99.38%
14/11/2024 0.51% 96.00 % 96.50 % 500,000 500,000 500,000 500,000 476,432 CHF 478,891 CHF 99.38% 99.38%
13/11/2024 0.48% 94.20 % 94.65 % 500,000 500,000 500,000 500,000 469,353 CHF 471,603 CHF 99.38% 99.38%
12/11/2024 0.51% 93.85 % 94.30 % 500,000 500,000 500,000 500,000 473,712 CHF 476,117 CHF 99.38% 99.38%
11/11/2024 0.52% 96.10 % 96.60 % 500,000 500,000 500,000 500,000 480,666 CHF 483,166 CHF 99.37% 99.37%
08/11/2024 0.52% 95.55 % 96.05 % 500,000 500,000 500,000 500,000 478,965 CHF 481,465 CHF 99.35% 99.35%
07/11/2024 0.52% 96.60 % 97.10 % 500,000 500,000 500,000 500,000 483,542 CHF 486,042 CHF 98.77% 98.77%

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