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% 10.43 CHF 10.44 CHF 200,000 200,000 200,000 200,000 2,120,190 CHF 2,122,190 CHF 100.00% 100.00%
19/11/2024 0.10% 10.50 CHF 10.51 CHF 200,000 200,000 200,000 200,000 2,090,380 CHF 2,092,380 CHF 99.77% 99.77%
18/11/2024 0.09% 10.74 CHF 10.75 CHF 200,000 200,000 199,950 199,950 2,137,210 CHF 2,139,210 CHF 99.09% 99.09%
15/11/2024 0.09% 10.76 CHF 10.77 CHF 200,000 200,000 200,000 200,000 2,173,400 CHF 2,175,400 CHF 100.00% 100.00%
14/11/2024 0.09% 10.97 CHF 10.98 CHF 200,000 200,000 200,000 200,000 2,168,320 CHF 2,170,320 CHF 99.07% 99.07%
13/11/2024 0.10% 10.46 CHF 10.47 CHF 200,000 200,000 200,000 200,000 2,101,160 CHF 2,103,160 CHF 99.98% 99.98%
12/11/2024 0.09% 10.53 CHF 10.54 CHF 200,000 200,000 200,000 200,000 2,161,270 CHF 2,163,270 CHF 99.98% 99.98%
11/11/2024 0.09% 11.07 CHF 11.08 CHF 200,000 200,000 200,000 200,000 2,219,510 CHF 2,221,510 CHF 100.00% 100.00%
08/11/2024 0.09% 10.83 CHF 10.84 CHF 200,000 200,000 200,000 200,000 2,182,840 CHF 2,184,840 CHF 100.00% 100.00%
07/11/2024 0.09% 11.14 CHF 11.15 CHF 200,000 200,000 200,000 200,000 2,214,600 CHF 2,216,600 CHF 99.68% 99.68%

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