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% 10.32 CHF 10.33 CHF 120,000 120,000 46,060 46,060 478,250 CHF 478,712 CHF 99.88% 99.88%
19/11/2024 0.10% 10.16 CHF 10.17 CHF 120,000 120,000 47,622 47,622 477,720 CHF 478,197 CHF 97.53% 97.53%
18/11/2024 0.10% 9.90 CHF 9.91 CHF 120,000 120,000 46,602 46,602 456,778 CHF 457,244 CHF 98.92% 98.92%
15/11/2024 0.10% 10.15 CHF 10.16 CHF 120,000 120,000 47,371 47,371 487,558 CHF 488,032 CHF 99.73% 99.73%
14/11/2024 0.10% 10.65 CHF 10.66 CHF 110,000 110,000 43,905 43,905 464,130 CHF 464,570 CHF 99.99% 99.99%
13/11/2024 0.10% 10.48 CHF 10.49 CHF 120,000 120,000 44,535 44,535 469,406 CHF 469,852 CHF 100.00% 100.00%
12/11/2024 0.10% 10.53 CHF 10.54 CHF 110,000 110,000 45,155 45,155 470,778 CHF 471,231 CHF 100.00% 100.00%
11/11/2024 0.10% 10.35 CHF 10.36 CHF 120,000 120,000 46,192 46,192 479,831 CHF 480,294 CHF 99.93% 99.93%
08/11/2024 0.10% 10.40 CHF 10.41 CHF 120,000 120,000 46,345 46,345 483,999 CHF 484,463 CHF 100.00% 100.00%
07/11/2024 0.10% 10.39 CHF 10.40 CHF 120,000 120,000 47,544 47,544 491,491 CHF 491,967 CHF 99.76% 99.76%

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