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% 9.41 CHF 9.42 CHF 200,000 200,000 200,000 200,000 1,916,500 CHF 1,918,500 CHF 100.00% 100.00%
19/11/2024 0.11% 9.48 CHF 9.49 CHF 200,000 200,000 200,000 200,000 1,886,880 CHF 1,888,880 CHF 99.87% 99.87%
18/11/2024 0.10% 9.72 CHF 9.73 CHF 200,000 200,000 199,930 199,930 1,932,990 CHF 1,934,990 CHF 99.09% 99.09%
15/11/2024 0.10% 9.74 CHF 9.75 CHF 200,000 200,000 200,000 200,000 1,968,990 CHF 1,970,990 CHF 100.00% 100.00%
14/11/2024 0.10% 9.95 CHF 9.96 CHF 200,000 200,000 200,000 200,000 1,964,270 CHF 1,966,270 CHF 99.08% 99.08%
13/11/2024 0.11% 9.44 CHF 9.45 CHF 200,000 200,000 200,000 200,000 1,897,040 CHF 1,899,040 CHF 99.99% 99.99%
12/11/2024 0.10% 9.51 CHF 9.52 CHF 200,000 200,000 200,000 200,000 1,957,360 CHF 1,959,360 CHF 99.98% 99.98%
11/11/2024 0.10% 10.05 CHF 10.06 CHF 200,000 200,000 200,000 200,000 2,015,350 CHF 2,017,350 CHF 100.00% 100.00%
08/11/2024 0.10% 9.81 CHF 9.82 CHF 200,000 200,000 200,000 200,000 1,978,440 CHF 1,980,440 CHF 100.00% 100.00%
07/11/2024 0.10% 10.12 CHF 10.13 CHF 200,000 200,000 200,000 200,000 2,009,460 CHF 2,011,460 CHF 99.67% 99.67%

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