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
22/11/2024 0.31% 99.60 % 99.91 % 500,000 500,000 500,000 500,000 498,578 CHF 500,128 CHF 99.90% 99.90%
20/11/2024 0.31% 99.40 % 99.71 % 500,000 500,000 500,000 500,000 497,024 CHF 498,573 CHF 100.00% 100.00%
19/11/2024 0.31% 99.10 % 99.41 % 500,000 500,000 500,000 500,000 494,616 CHF 496,166 CHF 100.00% 100.00%
18/11/2024 0.31% 98.70 % 99.01 % 500,000 500,000 500,000 500,000 493,491 CHF 495,041 CHF 100.00% 100.00%
15/11/2024 0.31% 98.60 % 98.91 % 500,000 500,000 500,000 500,000 497,344 CHF 498,892 CHF 100.00% 100.00%
14/11/2024 0.31% 100.60 % 100.91 % 500,000 500,000 500,000 500,000 503,104 CHF 504,654 CHF 99.10% 99.10%
13/11/2024 0.31% 100.60 % 100.91 % 500,000 500,000 500,000 500,000 502,223 CHF 503,773 CHF 100.00% 100.00%
12/11/2024 0.31% 100.90 % 101.21 % 500,000 500,000 500,000 500,000 503,949 CHF 505,499 CHF 100.00% 100.00%
11/11/2024 0.31% 100.60 % 100.91 % 500,000 500,000 500,000 500,000 503,668 CHF 505,218 CHF 100.00% 100.00%
08/11/2024 0.31% 100.50 % 100.81 % 500,000 500,000 500,000 500,000 501,824 CHF 503,374 CHF 100.00% 100.00%

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