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% 10.14 CHF 10.15 CHF 200,000 200,000 200,000 200,000 2,061,990 CHF 2,063,990 CHF 100.00% 100.00%
19/11/2024 0.10% 10.21 CHF 10.22 CHF 200,000 200,000 200,000 200,000 2,032,270 CHF 2,034,270 CHF 99.78% 99.78%
18/11/2024 0.10% 10.45 CHF 10.46 CHF 200,000 200,000 199,950 199,950 2,078,940 CHF 2,080,940 CHF 99.08% 99.08%
15/11/2024 0.09% 10.46 CHF 10.47 CHF 200,000 200,000 200,000 200,000 2,115,040 CHF 2,117,040 CHF 100.00% 100.00%
14/11/2024 0.09% 10.68 CHF 10.69 CHF 200,000 200,000 200,000 200,000 2,110,000 CHF 2,112,000 CHF 99.08% 99.08%
13/11/2024 0.10% 10.16 CHF 10.17 CHF 200,000 200,000 200,000 200,000 2,042,820 CHF 2,044,820 CHF 99.95% 99.95%
12/11/2024 0.10% 10.24 CHF 10.25 CHF 200,000 200,000 200,000 200,000 2,102,980 CHF 2,104,980 CHF 99.98% 99.98%
11/11/2024 0.09% 10.78 CHF 10.79 CHF 200,000 200,000 200,000 200,000 2,161,220 CHF 2,163,220 CHF 100.00% 100.00%
08/11/2024 0.09% 10.54 CHF 10.55 CHF 200,000 200,000 200,000 200,000 2,124,470 CHF 2,126,470 CHF 100.00% 100.00%
07/11/2024 0.09% 10.85 CHF 10.86 CHF 200,000 200,000 200,000 200,000 2,156,010 CHF 2,158,010 CHF 99.67% 99.67%

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