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
25/11/2024 0.90% 89.10 % 89.90 % 500,000 500,000 500,000 500,000 443,054 CHF 447,054 CHF 100.00% 100.00%
22/11/2024 0.90% 87.80 % 88.60 % 500,000 500,000 500,000 500,000 440,362 CHF 444,362 CHF 100.00% 100.00%
20/11/2024 0.90% 88.20 % 89.00 % 500,000 500,000 500,000 500,000 441,887 CHF 445,887 CHF 97.95% 97.95%
19/11/2024 0.91% 87.70 % 88.50 % 500,000 500,000 500,000 500,000 436,983 CHF 440,983 CHF 100.00% 100.00%
18/11/2024 0.91% 87.90 % 88.70 % 500,000 500,000 500,000 500,000 437,398 CHF 441,398 CHF 100.00% 100.00%
15/11/2024 0.90% 87.40 % 88.20 % 500,000 500,000 500,000 500,000 440,793 CHF 444,793 CHF 100.00% 100.00%
14/11/2024 0.89% 89.10 % 89.90 % 500,000 500,000 500,000 500,000 445,799 CHF 449,799 CHF 100.00% 100.00%
13/11/2024 0.89% 89.30 % 90.10 % 500,000 500,000 500,000 500,000 448,082 CHF 452,082 CHF 100.00% 100.00%
12/11/2024 0.89% 89.80 % 90.60 % 500,000 500,000 500,000 500,000 449,482 CHF 453,482 CHF 100.00% 100.00%
11/11/2024 0.88% 90.70 % 91.50 % 500,000 500,000 500,000 500,000 454,033 CHF 458,033 CHF 100.00% 100.00%

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