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% 9.56 CHF 9.57 CHF 200,000 200,000 200,000 200,000 1,945,630 CHF 1,947,630 CHF 100.00% 100.00%
19/11/2024 0.10% 9.63 CHF 9.64 CHF 200,000 200,000 200,000 200,000 1,915,950 CHF 1,917,950 CHF 99.76% 99.76%
18/11/2024 0.10% 9.87 CHF 9.88 CHF 200,000 200,000 199,950 199,950 1,962,290 CHF 1,964,290 CHF 99.08% 99.08%
15/11/2024 0.10% 9.88 CHF 9.89 CHF 200,000 200,000 200,000 200,000 1,998,200 CHF 2,000,200 CHF 100.00% 100.00%
14/11/2024 0.10% 10.09 CHF 10.10 CHF 200,000 200,000 200,000 200,000 1,993,420 CHF 1,995,420 CHF 99.08% 99.08%
13/11/2024 0.10% 9.58 CHF 9.59 CHF 200,000 200,000 200,000 200,000 1,926,210 CHF 1,928,210 CHF 99.95% 99.95%
12/11/2024 0.10% 9.66 CHF 9.67 CHF 200,000 200,000 200,000 200,000 1,986,440 CHF 1,988,440 CHF 100.00% 100.00%
11/11/2024 0.10% 10.20 CHF 10.21 CHF 200,000 200,000 200,000 200,000 2,044,520 CHF 2,046,520 CHF 100.00% 100.00%
08/11/2024 0.10% 9.96 CHF 9.97 CHF 200,000 200,000 200,000 200,000 2,007,630 CHF 2,009,630 CHF 100.00% 100.00%
07/11/2024 0.10% 10.26 CHF 10.27 CHF 200,000 200,000 200,000 200,000 2,038,750 CHF 2,040,750 CHF 99.68% 99.68%

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