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 0.11% 9.52 CHF 9.53 CHF 18,000 18,000 17,831 17,831 169,618 CHF 169,797 CHF 100.00% 100.00%
19/11/2024 0.11% 9.50 CHF 9.51 CHF 18,000 18,000 17,827 17,827 168,428 CHF 168,607 CHF 98.86% 98.86%
18/11/2024 0.11% 9.28 CHF 9.29 CHF 18,000 18,000 18,092 18,092 167,285 CHF 167,466 CHF 100.00% 100.00%
15/11/2024 0.11% 9.18 CHF 9.19 CHF 18,500 18,500 18,500 18,500 170,822 CHF 171,007 CHF 71.91% 71.91%
14/11/2024 0.11% 9.49 CHF 9.50 CHF 18,000 18,000 17,831 17,831 168,125 CHF 168,304 CHF 100.00% 100.00%
13/11/2024 0.11% 9.36 CHF 9.37 CHF 18,000 18,000 17,835 17,835 167,474 CHF 167,653 CHF 99.27% 99.27%
12/11/2024 0.10% 9.64 CHF 9.65 CHF 18,000 18,000 17,479 17,479 169,793 CHF 169,968 CHF 100.00% 100.00%
11/11/2024 0.10% 9.89 CHF 9.90 CHF 17,500 17,500 17,336 17,336 171,810 CHF 171,983 CHF 100.00% 100.00%
08/11/2024 0.10% 9.67 CHF 9.68 CHF 18,000 18,000 17,735 17,735 172,236 CHF 172,414 CHF 100.00% 100.00%
07/11/2024 0.10% 9.69 CHF 9.70 CHF 18,000 18,000 17,708 17,708 172,912 CHF 173,089 CHF 100.00% 100.00%

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