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
13/11/2024 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 498,175 CHF 502,175 CHF 100.00% 100.00%
12/11/2024 0.79% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 501,342 CHF 505,342 CHF 100.00% 100.00%
11/11/2024 0.79% 101.10 % 101.90 % 500,000 500,000 500,000 500,000 505,659 CHF 509,659 CHF 100.00% 100.00%
08/11/2024 0.79% 100.60 % 101.40 % 500,000 500,000 500,000 500,000 502,632 CHF 506,632 CHF 100.00% 100.00%
07/11/2024 0.79% 101.20 % 102.00 % 500,000 500,000 500,000 500,000 504,768 CHF 508,768 CHF 99.23% 99.23%
06/11/2024 0.79% 100.00 % 100.80 % 500,000 500,000 500,000 500,000 502,210 CHF 506,210 CHF 100.00% 100.00%
05/11/2024 0.80% 99.90 % 100.70 % 500,000 500,000 500,000 500,000 497,940 CHF 501,940 CHF 99.71% 99.71%
04/11/2024 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 500,537 CHF 504,537 CHF 99.32% 99.32%
31/10/2024 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 499,999 CHF 503,999 CHF 100.00% 100.00%
30/10/2024 0.79% 100.70 % 101.50 % 500,000 500,000 500,000 500,000 504,325 CHF 508,325 CHF 99.58% 99.58%

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