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 0.30% 99.30 % 99.60 % 500,000 500,000 500,000 500,000 496,513 CHF 498,013 CHF 100.00% 100.00%
19/11/2024 0.30% 98.70 % 99.00 % 500,000 500,000 500,000 500,000 493,660 CHF 495,160 CHF 100.00% 100.00%
18/11/2024 0.30% 99.40 % 99.70 % 500,000 500,000 500,000 500,000 496,548 CHF 498,048 CHF 100.00% 100.00%
15/11/2024 0.30% 99.40 % 99.70 % 500,000 500,000 500,000 500,000 498,007 CHF 499,507 CHF 100.00% 100.00%
14/11/2024 0.30% 100.00 % 100.30 % 500,000 500,000 500,000 500,000 498,156 CHF 499,656 CHF 99.10% 99.10%
13/11/2024 0.30% 99.30 % 99.60 % 500,000 500,000 500,000 500,000 494,120 CHF 495,620 CHF 100.00% 100.00%
12/11/2024 0.30% 99.50 % 99.80 % 500,000 500,000 500,000 500,000 499,025 CHF 500,525 CHF 100.00% 100.00%
11/11/2024 0.30% 100.10 % 100.40 % 500,000 500,000 500,000 500,000 500,178 CHF 501,678 CHF 100.00% 100.00%
08/11/2024 0.30% 99.50 % 99.80 % 500,000 500,000 500,000 500,000 497,369 CHF 498,869 CHF 100.00% 100.00%
07/11/2024 0.30% 99.80 % 100.10 % 500,000 500,000 500,000 500,000 499,011 CHF 500,511 CHF 99.24% 99.24%

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