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% 101.35 % 101.85 % 500,000 500,000 500,000 500,000 508,548 CHF 511,048 CHF 99.17% 99.17%
19/11/2024 0.49% 101.45 % 101.95 % 500,000 500,000 500,000 500,000 508,046 CHF 510,546 CHF 99.17% 99.17%
18/11/2024 0.49% 101.15 % 101.65 % 500,000 500,000 500,000 500,000 505,757 CHF 508,257 CHF 99.20% 99.20%
15/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 505,784 CHF 508,284 CHF 99.17% 99.17%
14/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 505,714 CHF 508,214 CHF 99.13% 99.13%
13/11/2024 0.49% 101.05 % 101.55 % 500,000 500,000 500,000 500,000 504,344 CHF 506,844 CHF 99.17% 99.17%
12/11/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 506,058 CHF 508,558 CHF 99.17% 99.17%
11/11/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 504,773 CHF 507,273 CHF 99.17% 99.17%
08/11/2024 0.50% 100.75 % 101.25 % 500,000 500,000 500,000 500,000 501,715 CHF 504,215 CHF 99.17% 99.17%
07/11/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 501,424 CHF 503,924 CHF 99.06% 99.06%

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