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% 97.40 % 97.90 % 500,000 500,000 500,000 500,000 488,102 CHF 490,602 CHF 99.17% 99.17%
19/11/2024 0.51% 97.90 % 98.40 % 500,000 500,000 500,000 500,000 489,192 CHF 491,692 CHF 99.17% 99.17%
18/11/2024 0.51% 97.95 % 98.45 % 500,000 500,000 500,000 500,000 488,653 CHF 491,153 CHF 99.19% 99.19%
15/11/2024 0.51% 97.55 % 98.05 % 500,000 500,000 500,000 500,000 486,788 CHF 489,288 CHF 99.17% 99.17%
14/11/2024 0.51% 97.55 % 98.05 % 500,000 500,000 500,000 500,000 487,464 CHF 489,964 CHF 99.13% 99.13%
13/11/2024 0.52% 96.55 % 97.05 % 500,000 500,000 500,000 500,000 483,574 CHF 486,074 CHF 99.17% 99.17%
12/11/2024 0.52% 96.70 % 97.20 % 500,000 500,000 500,000 500,000 484,110 CHF 486,610 CHF 99.17% 99.17%
11/11/2024 0.51% 97.80 % 98.30 % 500,000 500,000 500,000 500,000 492,191 CHF 494,691 CHF 99.17% 99.17%
08/11/2024 0.50% 98.85 % 99.35 % 500,000 500,000 500,000 500,000 494,652 CHF 497,152 CHF 99.17% 99.17%
07/11/2024 0.50% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 494,071 CHF 496,571 CHF 99.06% 99.06%

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