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 0.51% 97.60 % 98.10 % 500,000 500,000 500,000 500,000 490,535 CHF 493,035 CHF 99.37% 99.37%
19/11/2024 0.51% 97.85 % 98.35 % 500,000 500,000 500,000 500,000 488,109 CHF 490,609 CHF 99.37% 99.37%
18/11/2024 0.51% 97.70 % 98.20 % 500,000 500,000 500,000 500,000 488,509 CHF 491,009 CHF 98.94% 98.94%
15/11/2024 0.51% 97.95 % 98.45 % 500,000 500,000 500,000 500,000 488,362 CHF 490,862 CHF 99.36% 99.36%
14/11/2024 0.51% 97.45 % 97.95 % 500,000 500,000 500,000 500,000 486,537 CHF 489,037 CHF 99.38% 99.38%
13/11/2024 0.51% 96.75 % 97.25 % 500,000 500,000 500,000 500,000 484,298 CHF 486,798 CHF 65.04% 65.04%
12/11/2024 0.51% 97.65 % 98.15 % 500,000 500,000 500,000 500,000 490,180 CHF 492,680 CHF 99.16% 99.16%
11/11/2024 0.50% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 494,092 CHF 496,592 CHF 99.37% 99.37%
08/11/2024 0.51% 98.60 % 99.10 % 500,000 500,000 500,000 500,000 493,277 CHF 495,777 CHF 99.37% 99.37%
07/11/2024 0.50% 99.15 % 99.65 % 500,000 500,000 500,000 500,000 495,305 CHF 497,805 CHF 98.56% 98.56%

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