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
22/11/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,031 CHF 504,531 CHF 99.37% 99.37%
20/11/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 498,897 CHF 501,397 CHF 99.38% 99.38%
19/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,814 CHF 500,314 CHF 99.38% 99.38%
18/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 498,112 CHF 500,612 CHF 99.37% 99.37%
15/11/2024 0.50% 99.85 % 100.35 % 500,000 500,000 500,000 500,000 498,971 CHF 501,471 CHF 99.38% 99.38%
14/11/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 497,330 CHF 499,830 CHF 99.38% 99.38%
13/11/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 496,007 CHF 498,507 CHF 99.38% 99.38%
12/11/2024 0.50% 98.90 % 99.40 % 500,000 500,000 500,000 500,000 496,048 CHF 498,548 CHF 99.38% 99.38%
11/11/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 498,479 CHF 500,979 CHF 99.37% 99.37%
08/11/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 495,925 CHF 498,425 CHF 99.35% 99.35%

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