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% 9.85 CHF 9.86 CHF 200,000 200,000 200,000 200,000 2,003,810 CHF 2,005,810 CHF 100.00% 100.00%
19/11/2024 0.10% 9.92 CHF 9.93 CHF 200,000 200,000 200,000 200,000 1,974,130 CHF 1,976,130 CHF 99.76% 99.76%
18/11/2024 0.10% 10.16 CHF 10.17 CHF 200,000 200,000 199,950 199,950 2,020,640 CHF 2,022,640 CHF 99.08% 99.08%
15/11/2024 0.10% 10.17 CHF 10.18 CHF 200,000 200,000 200,000 200,000 2,056,590 CHF 2,058,590 CHF 100.00% 100.00%
14/11/2024 0.10% 10.38 CHF 10.39 CHF 200,000 200,000 200,000 200,000 2,051,710 CHF 2,053,710 CHF 99.08% 99.08%
13/11/2024 0.10% 9.87 CHF 9.88 CHF 200,000 200,000 200,000 200,000 1,984,530 CHF 1,986,530 CHF 99.95% 99.95%
12/11/2024 0.10% 9.95 CHF 9.96 CHF 200,000 200,000 200,000 200,000 2,044,720 CHF 2,046,720 CHF 100.00% 100.00%
11/11/2024 0.10% 10.49 CHF 10.50 CHF 200,000 200,000 200,000 200,000 2,102,860 CHF 2,104,860 CHF 100.00% 100.00%
08/11/2024 0.10% 10.25 CHF 10.26 CHF 200,000 200,000 200,000 200,000 2,066,060 CHF 2,068,060 CHF 100.00% 100.00%
07/11/2024 0.10% 10.55 CHF 10.56 CHF 200,000 200,000 200,000 200,000 2,097,410 CHF 2,099,410 CHF 99.67% 99.67%

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