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% 10.77 CHF 10.78 CHF 93,500 93,500 94,159 94,159 981,736 CHF 982,678 CHF 99.44% 99.44%
19/11/2024 0.10% 10.02 CHF 10.03 CHF 94,600 94,600 93,156 93,156 950,991 CHF 951,922 CHF 100.00% 100.00%
18/11/2024 0.10% 10.25 CHF 10.26 CHF 92,200 92,200 93,875 93,875 976,802 CHF 977,741 CHF 98.77% 98.77%
15/11/2024 0.10% 10.53 CHF 10.54 CHF 95,000 95,000 92,867 92,867 961,110 CHF 962,039 CHF 98.67% 98.67%
14/11/2024 0.09% 10.28 CHF 10.29 CHF 91,500 91,500 96,782 96,782 1,027,740 CHF 1,028,710 CHF 100.00% 100.00%
13/11/2024 0.10% 10.22 CHF 10.23 CHF 100,300 100,300 99,638 99,640 978,902 CHF 979,915 CHF 100.00% 100.00%
12/11/2024 0.10% 9.83 CHF 9.84 CHF 99,200 99,200 101,243 101,243 988,565 CHF 989,577 CHF 99.80% 99.80%
11/11/2024 0.11% 9.47 CHF 9.48 CHF 102,600 102,600 110,342 110,342 1,032,640 CHF 1,033,740 CHF 99.73% 99.73%
08/11/2024 0.12% 8.75 CHF 8.76 CHF 115,400 115,400 115,639 115,639 976,226 CHF 977,382 CHF 99.15% 99.15%
07/11/2024 0.12% 8.22 CHF 8.23 CHF 115,800 115,800 110,149 110,149 925,761 CHF 926,862 CHF 99.96% 99.96%

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