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 0.17% 10.00 CHF 10.05 CHF 2,000 2,000 1,981 1,981 19,660 CHF 19,694 CHF 100.00% 100.00%
19/11/2024 0.39% 9.98 CHF 9.99 CHF 2,000 2,000 1,981 1,981 19,849 CHF 19,926 CHF 98.96% 98.96%
18/11/2024 0.36% 10.00 CHF 10.05 CHF 2,000 2,000 1,981 1,981 19,846 CHF 19,917 CHF 100.00% 100.00%
15/11/2024 0.14% 9.99 CHF 10.00 CHF 2,000 2,000 2,000 2,000 19,827 CHF 19,855 CHF 72.18% 72.18%
14/11/2024 0.10% 9.75 CHF 9.76 CHF 2,000 2,000 1,981 1,981 19,562 CHF 19,582 CHF 100.00% 100.00%
13/11/2024 0.43% 10.05 CHF 10.10 CHF 2,000 2,000 1,981 1,981 19,955 CHF 20,040 CHF 99.36% 99.36%
12/11/2024 0.10% 10.00 CHF 10.05 CHF 2,000 2,000 1,981 1,981 19,657 CHF 19,677 CHF 100.00% 100.00%
11/11/2024 0.10% 9.67 CHF 9.68 CHF 2,000 2,000 1,968 1,968 18,964 CHF 18,983 CHF 100.00% 100.00%
08/11/2024 0.10% 9.78 CHF 9.79 CHF 2,000 2,000 1,981 1,981 19,258 CHF 19,278 CHF 100.00% 100.00%
07/11/2024 0.11% 9.55 CHF 9.56 CHF 2,000 2,000 1,981 1,981 18,769 CHF 18,789 CHF 100.00% 100.00%

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