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 0.19% 10.49 CHF 10.51 CHF 54,900 54,900 54,659 54,659 566,128 CHF 567,221 CHF 100.00% 100.00%
19/11/2024 0.19% 10.37 CHF 10.39 CHF 54,500 54,500 55,162 55,162 574,154 CHF 575,257 CHF 100.00% 100.00%
18/11/2024 0.19% 10.25 CHF 10.27 CHF 55,600 55,600 56,143 56,143 575,302 CHF 576,425 CHF 100.00% 100.00%
15/11/2024 0.20% 10.25 CHF 10.27 CHF 56,500 56,500 56,019 56,019 568,586 CHF 569,706 CHF 100.00% 100.00%
14/11/2024 0.20% 10.16 CHF 10.18 CHF 55,700 55,700 55,820 55,820 570,936 CHF 572,053 CHF 99.91% 99.91%
13/11/2024 0.20% 10.35 CHF 10.37 CHF 55,900 55,900 55,417 55,417 565,768 CHF 566,876 CHF 100.00% 100.00%
12/11/2024 0.19% 10.27 CHF 10.29 CHF 55,100 55,100 55,462 55,462 568,752 CHF 569,861 CHF 100.00% 100.00%
11/11/2024 0.20% 10.20 CHF 10.22 CHF 55,700 55,700 56,122 56,122 571,632 CHF 572,754 CHF 100.00% 100.00%
08/11/2024 0.20% 10.17 CHF 10.19 CHF 56,400 56,400 57,124 57,124 577,067 CHF 578,209 CHF 100.00% 100.00%
07/11/2024 0.20% 9.97 CHF 9.99 CHF 57,600 57,600 56,398 56,398 559,360 CHF 560,488 CHF 100.00% 100.00%

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