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% 9.12 CHF 9.13 CHF 200,000 200,000 200,000 200,000 1,858,280 CHF 1,860,280 CHF 100.00% 100.00%
19/11/2024 0.11% 9.19 CHF 9.20 CHF 200,000 200,000 200,000 200,000 1,828,730 CHF 1,830,730 CHF 99.85% 99.85%
18/11/2024 0.11% 9.43 CHF 9.44 CHF 200,000 200,000 199,950 199,950 1,874,900 CHF 1,876,900 CHF 99.08% 99.08%
15/11/2024 0.10% 9.44 CHF 9.45 CHF 200,000 200,000 200,000 200,000 1,910,610 CHF 1,912,610 CHF 100.00% 100.00%
14/11/2024 0.10% 9.65 CHF 9.66 CHF 200,000 200,000 200,000 200,000 1,905,920 CHF 1,907,920 CHF 99.08% 99.08%
13/11/2024 0.11% 9.15 CHF 9.16 CHF 200,000 200,000 200,000 200,000 1,838,690 CHF 1,840,690 CHF 99.95% 99.95%
12/11/2024 0.11% 9.22 CHF 9.23 CHF 200,000 200,000 200,000 200,000 1,899,040 CHF 1,901,040 CHF 99.98% 99.98%
11/11/2024 0.10% 9.76 CHF 9.77 CHF 200,000 200,000 200,000 200,000 1,957,010 CHF 1,959,010 CHF 100.00% 100.00%
08/11/2024 0.10% 9.52 CHF 9.53 CHF 200,000 200,000 200,000 200,000 1,920,000 CHF 1,922,000 CHF 100.00% 100.00%
07/11/2024 0.10% 9.82 CHF 9.83 CHF 200,000 200,000 200,000 200,000 1,950,820 CHF 1,952,820 CHF 99.67% 99.67%

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