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% 9.70 CHF 9.71 CHF 200,000 200,000 200,000 200,000 1,974,700 CHF 1,976,700 CHF 100.00% 100.00%
19/11/2024 0.10% 9.78 CHF 9.79 CHF 200,000 200,000 200,000 200,000 1,945,030 CHF 1,947,030 CHF 99.87% 99.87%
18/11/2024 0.10% 10.01 CHF 10.02 CHF 200,000 200,000 199,950 199,950 1,991,490 CHF 1,993,490 CHF 99.08% 99.08%
15/11/2024 0.10% 10.03 CHF 10.04 CHF 200,000 200,000 200,000 200,000 2,027,400 CHF 2,029,400 CHF 100.00% 100.00%
14/11/2024 0.10% 10.24 CHF 10.25 CHF 200,000 200,000 200,000 200,000 2,022,610 CHF 2,024,610 CHF 99.08% 99.08%
13/11/2024 0.10% 9.73 CHF 9.74 CHF 200,000 200,000 200,000 200,000 1,955,360 CHF 1,957,360 CHF 99.99% 99.99%
12/11/2024 0.10% 9.80 CHF 9.81 CHF 200,000 200,000 200,000 200,000 2,015,620 CHF 2,017,620 CHF 100.00% 100.00%
11/11/2024 0.10% 10.34 CHF 10.35 CHF 200,000 200,000 200,000 200,000 2,073,660 CHF 2,075,660 CHF 100.00% 100.00%
08/11/2024 0.10% 10.10 CHF 10.11 CHF 200,000 200,000 200,000 200,000 2,036,810 CHF 2,038,810 CHF 100.00% 100.00%
07/11/2024 0.10% 10.41 CHF 10.42 CHF 200,000 200,000 200,000 200,000 2,068,090 CHF 2,070,090 CHF 99.68% 99.68%

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