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 0.67% 10.37 CHF 10.44 CHF 19,286 19,157 19,277 19,148 199,995 CHF 199,995 CHF 99.98% 99.98%
19/11/2024 0.69% 10.36 CHF 10.43 CHF 19,305 19,175 19,209 19,078 199,995 CHF 199,994 CHF 99.93% 99.93%
18/11/2024 0.76% 10.56 CHF 10.64 CHF 18,439 18,771 19,012 18,859 199,832 CHF 199,729 CHF 99.95% 99.95%
15/11/2024 0.75% 10.65 CHF 10.73 CHF 17,827 18,639 18,242 18,607 194,606 CHF 199,994 CHF 99.93% 99.93%
14/11/2024 0.75% 10.63 CHF 10.71 CHF 18,765 18,674 18,845 18,753 199,469 CHF 199,995 CHF 99.89% 99.89%
13/11/2024 0.76% 10.56 CHF 10.64 CHF 18,925 18,728 18,938 18,800 199,900 CHF 199,945 CHF 99.94% 99.94%
12/11/2024 0.74% 10.58 CHF 10.66 CHF 18,695 18,756 18,539 18,494 198,989 CHF 199,985 CHF 99.92% 99.92%
11/11/2024 0.76% 10.84 CHF 10.92 CHF 18,290 18,315 18,351 17,689 199,702 CHF 193,968 CHF 99.93% 99.93%
08/11/2024 0.74% 10.79 CHF 10.87 CHF 18,535 18,399 18,435 18,300 199,997 CHF 199,995 CHF 99.90% 99.90%
07/11/2024 0.79% 10.92 CHF 11.01 CHF 18,315 18,165 18,286 18,197 199,401 CHF 199,995 CHF 99.97% 99.97%

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