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% 9.99 CHF 10.00 CHF 200,000 200,000 200,000 200,000 2,032,890 CHF 2,034,890 CHF 100.00% 100.00%
19/11/2024 0.10% 10.07 CHF 10.08 CHF 200,000 200,000 200,000 200,000 2,003,200 CHF 2,005,200 CHF 99.87% 99.87%
18/11/2024 0.10% 10.30 CHF 10.31 CHF 200,000 200,000 199,950 199,950 2,049,800 CHF 2,051,800 CHF 99.07% 99.07%
15/11/2024 0.10% 10.32 CHF 10.33 CHF 200,000 200,000 200,000 200,000 2,085,790 CHF 2,087,790 CHF 100.00% 100.00%
14/11/2024 0.10% 10.53 CHF 10.54 CHF 200,000 200,000 200,000 200,000 2,080,890 CHF 2,082,890 CHF 99.08% 99.08%
13/11/2024 0.10% 10.02 CHF 10.03 CHF 200,000 200,000 200,000 200,000 2,013,690 CHF 2,015,690 CHF 99.91% 99.91%
12/11/2024 0.10% 10.10 CHF 10.11 CHF 200,000 200,000 200,000 200,000 2,073,870 CHF 2,075,870 CHF 100.00% 100.00%
11/11/2024 0.09% 10.64 CHF 10.65 CHF 200,000 200,000 200,000 200,000 2,132,010 CHF 2,134,010 CHF 100.00% 100.00%
08/11/2024 0.10% 10.39 CHF 10.40 CHF 200,000 200,000 200,000 200,000 2,095,240 CHF 2,097,240 CHF 100.00% 100.00%
07/11/2024 0.09% 10.70 CHF 10.71 CHF 200,000 200,000 200,000 200,000 2,126,690 CHF 2,128,690 CHF 99.68% 99.68%

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