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% 10.58 CHF 10.59 CHF 200,000 200,000 200,000 200,000 2,149,350 CHF 2,151,350 CHF 99.99% 99.99%
19/11/2024 0.09% 10.65 CHF 10.66 CHF 200,000 200,000 200,000 200,000 2,119,430 CHF 2,121,430 CHF 99.88% 99.88%
18/11/2024 0.09% 10.89 CHF 10.90 CHF 200,000 200,000 199,930 199,930 2,166,130 CHF 2,168,130 CHF 99.08% 99.08%
15/11/2024 0.09% 10.90 CHF 10.91 CHF 200,000 200,000 200,000 200,000 2,202,590 CHF 2,204,590 CHF 100.00% 100.00%
14/11/2024 0.09% 11.11 CHF 11.12 CHF 200,000 200,000 200,000 200,000 2,197,510 CHF 2,199,510 CHF 99.08% 99.08%
13/11/2024 0.09% 10.60 CHF 10.61 CHF 200,000 200,000 200,000 200,000 2,130,350 CHF 2,132,350 CHF 99.95% 99.95%
12/11/2024 0.09% 10.68 CHF 10.69 CHF 200,000 200,000 200,000 200,000 2,190,380 CHF 2,192,380 CHF 100.00% 100.00%
11/11/2024 0.09% 11.22 CHF 11.23 CHF 200,000 200,000 200,000 200,000 2,248,700 CHF 2,250,700 CHF 100.00% 100.00%
08/11/2024 0.09% 10.98 CHF 10.99 CHF 200,000 200,000 200,000 200,000 2,212,070 CHF 2,214,070 CHF 100.00% 100.00%
07/11/2024 0.09% 11.29 CHF 11.30 CHF 200,000 200,000 200,000 200,000 2,243,930 CHF 2,245,930 CHF 99.68% 99.68%

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