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% 101.40 % 101.90 % 500,000 500,000 500,000 500,000 508,499 CHF 510,999 CHF 99.38% 99.38%
19/11/2024 0.49% 101.70 % 102.20 % 500,000 500,000 500,000 500,000 507,592 CHF 510,092 CHF 99.38% 99.38%
18/11/2024 0.49% 101.65 % 102.15 % 500,000 500,000 500,000 500,000 507,989 CHF 510,489 CHF 99.37% 99.37%
15/11/2024 0.49% 101.65 % 102.15 % 500,000 500,000 500,000 500,000 507,928 CHF 510,428 CHF 98.92% 98.92%
14/11/2024 0.49% 102.15 % 102.65 % 500,000 500,000 500,000 500,000 512,248 CHF 514,748 CHF 99.38% 99.38%
13/11/2024 0.49% 102.60 % 103.10 % 500,000 500,000 500,000 500,000 511,461 CHF 513,961 CHF 99.38% 99.38%
12/11/2024 0.49% 102.65 % 103.15 % 500,000 500,000 500,000 500,000 513,403 CHF 515,903 CHF 99.38% 99.38%
11/11/2024 0.49% 102.90 % 103.40 % 500,000 500,000 500,000 500,000 513,579 CHF 516,079 CHF 99.38% 99.38%
08/11/2024 0.49% 102.10 % 102.60 % 500,000 500,000 500,000 500,000 510,605 CHF 513,105 CHF 99.34% 99.34%
07/11/2024 0.49% 101.90 % 102.40 % 500,000 500,000 500,000 500,000 509,545 CHF 512,045 CHF 98.79% 98.79%

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