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 0.33% 95.00 % 95.31 % 500,000 500,000 486,857 486,724 462,645 CHF 464,025 CHF 99.15% 99.15%
19/11/2024 0.33% 95.00 % 95.31 % 500,000 500,000 486,933 486,933 463,528 CHF 465,037 CHF 99.72% 99.72%
18/11/2024 0.33% 95.30 % 95.61 % 500,000 500,000 486,974 486,974 463,715 CHF 465,225 CHF 100.00% 100.00%
15/11/2024 0.52% 95.10 % 95.60 % 500,000 500,000 486,970 486,970 463,112 CHF 465,547 CHF 100.00% 100.00%
14/11/2024 0.33% 94.80 % 95.11 % 500,000 500,000 486,852 486,852 460,704 CHF 462,214 CHF 99.10% 99.10%
13/11/2024 0.33% 95.00 % 95.31 % 500,000 500,000 486,971 486,971 463,561 CHF 465,071 CHF 100.00% 100.00%
12/11/2024 0.33% 95.20 % 95.51 % 500,000 500,000 485,259 485,259 463,490 CHF 465,002 CHF 100.00% 100.00%
11/11/2024 0.32% 96.80 % 97.11 % 500,000 500,000 486,970 486,970 472,699 CHF 474,208 CHF 100.00% 100.00%
08/11/2024 0.32% 97.30 % 97.61 % 500,000 500,000 486,973 486,973 477,367 CHF 478,877 CHF 100.00% 100.00%
07/11/2024 0.31% 99.10 % 99.41 % 500,000 500,000 486,875 486,875 481,777 CHF 483,286 CHF 99.27% 99.27%

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