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
22/11/2024 0.49% 10.40 CHF 10.45 CHF 75,000 68,571 74,338 67,972 765,228 CHF 703,099 CHF 99.83% 99.83%
20/11/2024 0.10% 9.80 CHF 9.81 CHF 75,000 68,571 74,295 67,931 717,381 CHF 656,610 CHF 100.00% 100.00%
19/11/2024 0.10% 9.57 CHF 9.58 CHF 75,000 68,571 74,286 67,922 715,004 CHF 654,437 CHF 98.66% 98.66%
18/11/2024 0.11% 9.50 CHF 9.51 CHF 75,000 68,571 74,298 67,931 696,834 CHF 637,798 CHF 100.00% 100.00%
15/11/2024 0.11% 9.18 CHF 9.19 CHF 75,000 68,571 75,000 68,571 685,511 CHF 627,435 CHF 70.92% 70.92%
14/11/2024 0.11% 9.17 CHF 9.18 CHF 75,000 68,571 74,295 67,932 671,482 CHF 614,652 CHF 100.00% 100.00%
13/11/2024 0.11% 9.41 CHF 9.42 CHF 75,000 68,571 74,297 67,934 702,056 CHF 642,611 CHF 100.00% 100.00%
12/11/2024 0.11% 9.37 CHF 9.38 CHF 75,000 68,571 74,296 67,934 697,252 CHF 638,227 CHF 100.00% 100.00%
11/11/2024 0.10% 9.49 CHF 9.50 CHF 75,000 68,571 74,296 67,934 728,173 CHF 666,494 CHF 100.00% 100.00%
08/11/2024 0.50% 10.05 CHF 10.10 CHF 75,000 68,571 74,296 67,934 746,625 CHF 686,062 CHF 100.00% 100.00%

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