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 1.77% 70.90 % 72.20 % 500,000 500,000 500,000 500,000 363,770 CHF 370,276 CHF 99.36% 99.36%
19/11/2024 1.64% 75.00 % 76.30 % 500,000 500,000 500,000 500,000 374,382 CHF 380,559 CHF 100.00% 100.00%
18/11/2024 1.17% 74.90 % 76.20 % 500,000 500,000 500,000 500,000 378,730 CHF 383,189 CHF 100.00% 100.00%
15/11/2024 0.87% 78.50 % 79.20 % 500,000 500,000 500,000 500,000 401,219 CHF 404,719 CHF 99.04% 99.04%
14/11/2024 0.84% 82.70 % 83.40 % 500,000 500,000 500,000 500,000 412,801 CHF 416,301 CHF 99.10% 99.10%
13/11/2024 0.87% 80.30 % 81.00 % 500,000 500,000 499,674 499,674 399,936 CHF 403,434 CHF 80.97% 80.97%
12/11/2024 0.46% 80.40 % 81.10 % 500,000 500,000 499,715 499,715 417,017 CHF 418,949 CHF 92.23% 92.23%
11/11/2024 0.35% 86.50 % 86.80 % 500,000 500,000 500,000 500,000 427,237 CHF 428,737 CHF 100.00% 100.00%
08/11/2024 0.35% 88.30 % 88.60 % 500,000 500,000 500,000 500,000 432,622 CHF 434,122 CHF 100.00% 100.00%
07/11/2024 0.34% 85.50 % 85.80 % 500,000 500,000 499,642 499,642 436,506 CHF 438,006 CHF 72.78% 72.78%

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