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 0.49% 91.45 % 91.90 % 500,000 500,000 500,000 500,000 458,746 CHF 460,996 CHF 99.17% 99.17%
19/11/2024 0.49% 91.80 % 92.25 % 500,000 500,000 500,000 500,000 459,039 CHF 461,289 CHF 99.17% 99.17%
18/11/2024 0.49% 92.40 % 92.85 % 500,000 500,000 500,000 500,000 461,844 CHF 464,094 CHF 99.19% 99.19%
15/11/2024 0.48% 92.50 % 92.95 % 500,000 500,000 500,000 500,000 463,746 CHF 465,996 CHF 99.17% 99.17%
14/11/2024 0.48% 93.05 % 93.50 % 500,000 500,000 500,000 500,000 463,908 CHF 466,158 CHF 99.16% 99.16%
13/11/2024 0.49% 92.40 % 92.85 % 500,000 500,000 500,000 499,972 462,264 CHF 464,489 CHF 99.17% 99.17%
12/11/2024 0.48% 92.95 % 93.40 % 500,000 500,000 500,000 500,000 466,523 CHF 468,773 CHF 99.17% 99.17%
11/11/2024 0.48% 94.35 % 94.80 % 500,000 500,000 500,000 500,000 470,270 CHF 472,520 CHF 99.17% 99.17%
08/11/2024 0.48% 93.85 % 94.30 % 500,000 500,000 500,000 500,000 469,799 CHF 472,049 CHF 99.17% 99.17%
07/11/2024 0.50% 94.70 % 95.15 % 500,000 500,000 500,000 500,000 473,657 CHF 476,009 CHF 99.08% 99.08%

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