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 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 497,709 CHF 500,209 CHF 99.37% 99.37%
19/11/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 495,029 CHF 497,529 CHF 99.37% 99.37%
18/11/2024 0.50% 99.25 % 99.75 % 500,000 500,000 500,000 500,000 496,868 CHF 499,368 CHF 98.94% 98.94%
15/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,938 CHF 500,438 CHF 99.36% 99.36%
14/11/2024 0.50% 99.35 % 99.85 % 500,000 500,000 500,000 499,885 497,076 CHF 499,461 CHF 99.38% 99.38%
13/11/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 497,285 CHF 499,785 CHF 65.04% 65.04%
12/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,877 CHF 500,377 CHF 93.41% 93.41%

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