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% 10.51 CHF 10.52 CHF 120,000 120,000 46,051 46,051 486,881 CHF 487,343 CHF 99.87% 99.87%
19/11/2024 0.10% 10.35 CHF 10.36 CHF 120,000 120,000 47,622 47,622 486,670 CHF 487,147 CHF 97.53% 97.53%
18/11/2024 0.10% 10.09 CHF 10.10 CHF 120,000 120,000 46,596 46,596 465,547 CHF 466,014 CHF 98.92% 98.92%
15/11/2024 0.10% 10.33 CHF 10.34 CHF 120,000 120,000 47,369 47,369 496,499 CHF 496,974 CHF 99.73% 99.73%
14/11/2024 0.09% 10.84 CHF 10.85 CHF 110,000 110,000 43,906 43,906 472,481 CHF 472,921 CHF 99.99% 99.99%
13/11/2024 0.09% 10.67 CHF 10.68 CHF 120,000 120,000 44,532 44,532 477,753 CHF 478,199 CHF 100.00% 100.00%
12/11/2024 0.10% 10.72 CHF 10.73 CHF 110,000 110,000 45,150 45,150 479,204 CHF 479,656 CHF 100.00% 100.00%
11/11/2024 0.10% 10.54 CHF 10.55 CHF 120,000 120,000 46,184 46,184 488,397 CHF 488,860 CHF 99.92% 99.92%
08/11/2024 0.10% 10.59 CHF 10.60 CHF 120,000 120,000 46,346 46,346 492,627 CHF 493,091 CHF 100.00% 100.00%
07/11/2024 0.10% 10.57 CHF 10.58 CHF 120,000 120,000 47,520 47,520 500,061 CHF 500,537 CHF 99.76% 99.76%

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