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 0.87% 91.60 % 92.40 % 500,000 500,000 500,000 500,000 458,007 CHF 462,007 CHF 98.59% 98.59%
19/11/2024 0.87% 91.60 % 92.40 % 500,000 500,000 500,000 500,000 459,527 CHF 463,527 CHF 100.00% 100.00%
18/11/2024 0.86% 92.20 % 93.00 % 500,000 500,000 500,000 500,000 461,494 CHF 465,494 CHF 100.00% 100.00%
15/11/2024 0.86% 92.60 % 93.40 % 500,000 500,000 500,000 500,000 464,324 CHF 468,324 CHF 100.00% 100.00%
14/11/2024 0.84% 94.70 % 95.50 % 500,000 500,000 500,000 500,000 474,201 CHF 478,201 CHF 100.00% 100.00%
13/11/2024 0.84% 95.00 % 95.80 % 500,000 500,000 500,000 500,000 474,379 CHF 478,379 CHF 99.85% 99.85%
12/11/2024 0.84% 95.00 % 95.80 % 500,000 500,000 500,000 500,000 476,788 CHF 480,788 CHF 100.00% 100.00%
11/11/2024 0.83% 96.40 % 97.20 % 500,000 500,000 500,000 500,000 482,615 CHF 486,615 CHF 100.00% 100.00%
08/11/2024 0.83% 95.70 % 96.50 % 500,000 500,000 500,000 500,000 478,382 CHF 482,382 CHF 100.00% 100.00%
07/11/2024 0.82% 96.50 % 97.30 % 500,000 500,000 500,000 500,000 483,036 CHF 487,036 CHF 100.00% 100.00%

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