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 0.60% 10.40 CHF 10.45 CHF 30,610 30,610 28,275 28,275 297,430 CHF 299,035 CHF 100.00% 100.00%
19/11/2024 0.57% 10.25 CHF 10.30 CHF 31,210 31,210 29,296 29,296 294,690 CHF 296,208 CHF 99.03% 99.03%
18/11/2024 0.26% 9.98 CHF 9.99 CHF 31,930 31,930 29,961 29,961 295,866 CHF 296,427 CHF 98.77% 98.77%
15/11/2024 0.64% 10.20 CHF 10.25 CHF 31,250 31,250 28,131 28,131 293,256 CHF 294,930 CHF 71.84% 71.84%
14/11/2024 0.59% 10.70 CHF 10.75 CHF 30,130 30,130 28,133 28,133 298,929 CHF 300,527 CHF 100.00% 100.00%
13/11/2024 0.59% 10.55 CHF 10.60 CHF 30,490 30,490 28,180 28,180 299,293 CHF 300,893 CHF 99.88% 99.88%
12/11/2024 0.61% 10.60 CHF 10.65 CHF 30,370 30,370 28,684 28,684 297,834 CHF 299,464 CHF 99.96% 99.96%
11/11/2024 0.60% 10.40 CHF 10.45 CHF 30,850 30,850 28,498 28,498 299,168 CHF 300,786 CHF 100.00% 100.00%
08/11/2024 0.60% 10.45 CHF 10.50 CHF 30,890 30,890 28,566 28,566 300,357 CHF 301,976 CHF 99.81% 99.81%
07/11/2024 0.61% 10.45 CHF 10.50 CHF 31,030 31,030 29,083 29,083 300,589 CHF 302,237 CHF 99.52% 99.52%

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