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 0.09% 10.72 CHF 10.73 CHF 200,000 200,000 200,000 200,000 2,178,420 CHF 2,180,420 CHF 100.00% 100.00%
19/11/2024 0.09% 10.79 CHF 10.80 CHF 200,000 200,000 200,000 200,000 2,148,510 CHF 2,150,510 CHF 99.79% 99.79%
18/11/2024 0.09% 11.03 CHF 11.04 CHF 200,000 200,000 199,950 199,950 2,195,540 CHF 2,197,540 CHF 99.08% 99.08%
15/11/2024 0.09% 11.05 CHF 11.06 CHF 200,000 200,000 200,000 200,000 2,231,810 CHF 2,233,810 CHF 100.00% 100.00%
14/11/2024 0.09% 11.26 CHF 11.27 CHF 200,000 200,000 200,000 200,000 2,226,700 CHF 2,228,700 CHF 99.08% 99.08%
13/11/2024 0.09% 10.75 CHF 10.76 CHF 200,000 200,000 200,000 200,000 2,159,480 CHF 2,161,480 CHF 99.99% 99.99%
12/11/2024 0.09% 10.82 CHF 10.83 CHF 200,000 200,000 200,000 200,000 2,219,550 CHF 2,221,550 CHF 100.00% 100.00%
11/11/2024 0.09% 11.36 CHF 11.37 CHF 200,000 200,000 200,000 200,000 2,277,830 CHF 2,279,830 CHF 100.00% 100.00%
08/11/2024 0.09% 11.12 CHF 11.13 CHF 200,000 200,000 200,000 200,000 2,241,290 CHF 2,243,290 CHF 100.00% 100.00%
07/11/2024 0.09% 11.43 CHF 11.44 CHF 200,000 200,000 200,000 200,000 2,273,260 CHF 2,275,260 CHF 99.68% 99.68%

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