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
22/11/2024 0.09% 10.67 CHF 10.68 CHF 200,000 200,000 200,000 200,000 2,108,010 CHF 2,110,010 CHF 100.00% 100.00%
20/11/2024 0.09% 10.43 CHF 10.44 CHF 200,000 200,000 200,000 200,000 2,121,280 CHF 2,123,280 CHF 100.00% 100.00%
19/11/2024 0.10% 10.51 CHF 10.52 CHF 200,000 200,000 200,000 200,000 2,091,390 CHF 2,093,390 CHF 100.00% 100.00%
18/11/2024 0.09% 10.75 CHF 10.76 CHF 200,000 200,000 199,950 199,950 2,138,240 CHF 2,140,240 CHF 99.07% 99.07%
15/11/2024 0.09% 10.76 CHF 10.77 CHF 200,000 200,000 200,000 200,000 2,174,490 CHF 2,176,490 CHF 100.00% 100.00%
14/11/2024 0.09% 10.97 CHF 10.98 CHF 200,000 200,000 200,000 200,000 2,169,440 CHF 2,171,440 CHF 99.08% 99.08%
13/11/2024 0.10% 10.46 CHF 10.47 CHF 200,000 200,000 200,000 200,000 2,102,240 CHF 2,104,240 CHF 100.00% 100.00%
12/11/2024 0.09% 10.54 CHF 10.55 CHF 200,000 200,000 200,000 200,000 2,162,290 CHF 2,164,290 CHF 100.00% 100.00%
11/11/2024 0.09% 11.08 CHF 11.09 CHF 200,000 200,000 200,000 200,000 2,220,600 CHF 2,222,600 CHF 100.00% 100.00%
08/11/2024 0.09% 10.84 CHF 10.85 CHF 200,000 200,000 200,000 200,000 2,183,930 CHF 2,185,930 CHF 100.00% 100.00%

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