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% 99.25 % 99.75 % 500,000 500,000 500,000 500,000 495,487 CHF 497,987 CHF 99.17% 99.17%
19/11/2024 0.51% 98.75 % 99.25 % 500,000 500,000 500,000 500,000 491,250 CHF 493,750 CHF 99.17% 99.17%
18/11/2024 0.50% 98.95 % 99.45 % 500,000 500,000 500,000 500,000 494,933 CHF 497,433 CHF 99.19% 99.19%
15/11/2024 0.50% 99.45 % 99.95 % 500,000 500,000 500,000 500,000 496,910 CHF 499,410 CHF 99.17% 99.17%
14/11/2024 0.50% 99.15 % 99.65 % 500,000 500,000 500,000 500,000 495,515 CHF 498,015 CHF 99.16% 99.16%
13/11/2024 0.51% 97.95 % 98.45 % 500,000 500,000 500,000 500,000 489,521 CHF 492,021 CHF 99.17% 99.17%
12/11/2024 0.51% 98.15 % 98.65 % 500,000 500,000 500,000 500,000 492,170 CHF 494,670 CHF 99.17% 99.17%
11/11/2024 0.51% 98.75 % 99.25 % 500,000 500,000 500,000 500,000 493,435 CHF 495,935 CHF 99.17% 99.17%
08/11/2024 0.51% 98.05 % 98.55 % 500,000 500,000 500,000 500,000 489,479 CHF 491,979 CHF 99.17% 99.17%
07/11/2024 0.51% 98.00 % 98.50 % 500,000 500,000 500,000 500,000 491,267 CHF 493,767 CHF 99.08% 99.08%

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