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% 10.39 CHF 10.40 CHF 100,000 100,000 100,000 100,000 1,031,530 CHF 1,032,530 CHF 100.00% 100.00%
19/11/2024 0.11% 10.40 CHF 10.41 CHF 100,000 100,000 98,650 98,650 1,042,930 CHF 1,043,950 CHF 100.00% 100.00%
18/11/2024 0.10% 10.54 CHF 10.55 CHF 100,000 100,000 100,000 100,000 1,022,820 CHF 1,023,820 CHF 100.00% 100.00%
15/11/2024 0.12% 9.96 CHF 9.97 CHF 100,000 100,000 98,303 98,303 981,919 CHF 982,942 CHF 100.00% 100.00%
14/11/2024 0.11% 9.85 CHF 9.86 CHF 100,000 100,000 99,349 99,349 946,457 CHF 947,467 CHF 99.29% 99.29%
13/11/2024 0.10% 10.10 CHF 10.11 CHF 100,000 100,000 99,430 99,430 1,016,000 CHF 1,017,010 CHF 98.55% 98.55%
12/11/2024 0.10% 9.93 CHF 9.94 CHF 100,000 100,000 100,000 100,000 984,872 CHF 985,872 CHF 100.00% 100.00%
11/11/2024 0.10% 9.83 CHF 9.84 CHF 100,000 100,000 100,000 100,000 1,035,900 CHF 1,036,900 CHF 99.99% 99.99%
08/11/2024 0.09% 10.58 CHF 10.59 CHF 100,000 100,000 100,000 100,000 1,068,410 CHF 1,069,410 CHF 100.00% 100.00%
07/11/2024 0.10% 10.91 CHF 10.92 CHF 100,000 100,000 99,694 99,694 1,053,880 CHF 1,054,880 CHF 99.92% 99.92%

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