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 0.31% 99.40 % 99.71 % 500,000 500,000 500,000 500,000 498,605 CHF 500,154 CHF 99.37% 99.37%
19/11/2024 0.31% 99.30 % 99.61 % 500,000 500,000 500,000 500,000 497,376 CHF 498,926 CHF 100.00% 100.00%
18/11/2024 0.31% 99.60 % 99.91 % 500,000 500,000 500,000 500,000 499,578 CHF 501,128 CHF 100.00% 100.00%
15/11/2024 0.31% 100.40 % 100.71 % 500,000 500,000 500,000 500,000 501,886 CHF 503,435 CHF 100.00% 100.00%
14/11/2024 0.31% 99.90 % 100.21 % 500,000 500,000 500,000 500,000 500,004 CHF 501,554 CHF 99.10% 99.10%
13/11/2024 0.31% 99.70 % 100.01 % 500,000 500,000 500,000 500,000 498,492 CHF 500,042 CHF 100.00% 100.00%
12/11/2024 0.31% 99.70 % 100.01 % 500,000 500,000 500,000 500,000 501,134 CHF 502,684 CHF 100.00% 100.00%
11/11/2024 0.31% 101.00 % 101.31 % 500,000 500,000 500,000 500,000 504,970 CHF 506,520 CHF 100.00% 100.00%
08/11/2024 0.31% 100.20 % 100.51 % 500,000 500,000 500,000 500,000 500,594 CHF 502,144 CHF 100.00% 100.00%
07/11/2024 0.31% 100.10 % 100.41 % 500,000 500,000 500,000 500,000 499,412 CHF 500,962 CHF 99.76% 99.76%

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