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 0.10% 10.28 CHF 10.29 CHF 200,000 200,000 200,000 200,000 2,091,120 CHF 2,093,120 CHF 100.00% 100.00%
19/11/2024 0.10% 10.36 CHF 10.37 CHF 200,000 200,000 200,000 200,000 2,061,320 CHF 2,063,320 CHF 99.88% 99.88%
18/11/2024 0.09% 10.59 CHF 10.60 CHF 200,000 200,000 199,930 199,930 2,107,850 CHF 2,109,850 CHF 99.08% 99.08%
15/11/2024 0.09% 10.61 CHF 10.62 CHF 200,000 200,000 200,000 200,000 2,144,240 CHF 2,146,240 CHF 100.00% 100.00%
14/11/2024 0.09% 10.82 CHF 10.83 CHF 200,000 200,000 200,000 200,000 2,139,220 CHF 2,141,220 CHF 99.08% 99.08%
13/11/2024 0.10% 10.31 CHF 10.32 CHF 200,000 200,000 200,000 200,000 2,072,040 CHF 2,074,040 CHF 99.91% 99.91%
12/11/2024 0.09% 10.39 CHF 10.40 CHF 200,000 200,000 200,000 200,000 2,132,120 CHF 2,134,120 CHF 100.00% 100.00%
11/11/2024 0.09% 10.93 CHF 10.94 CHF 200,000 200,000 200,000 200,000 2,190,380 CHF 2,192,380 CHF 100.00% 100.00%
08/11/2024 0.09% 10.69 CHF 10.70 CHF 200,000 200,000 200,000 200,000 2,153,670 CHF 2,155,670 CHF 100.00% 100.00%
07/11/2024 0.09% 10.99 CHF 11.00 CHF 200,000 200,000 200,000 200,000 2,185,340 CHF 2,187,340 CHF 99.68% 99.68%

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