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% 10.14 CHF 10.15 CHF 120,000 120,000 46,043 46,043 469,597 CHF 470,058 CHF 99.86% 99.86%
19/11/2024 0.10% 9.98 CHF 9.99 CHF 120,000 120,000 47,622 47,622 468,936 CHF 469,413 CHF 97.53% 97.53%
18/11/2024 0.11% 9.72 CHF 9.73 CHF 120,000 120,000 46,601 46,601 448,168 CHF 448,635 CHF 98.92% 98.92%
15/11/2024 0.10% 9.96 CHF 9.97 CHF 120,000 120,000 47,371 47,371 478,761 CHF 479,236 CHF 99.73% 99.73%
14/11/2024 0.10% 10.46 CHF 10.47 CHF 110,000 110,000 43,910 43,910 456,058 CHF 456,498 CHF 99.99% 99.99%
13/11/2024 0.10% 10.30 CHF 10.31 CHF 120,000 120,000 44,533 44,533 461,203 CHF 461,649 CHF 100.00% 100.00%
12/11/2024 0.10% 10.34 CHF 10.35 CHF 110,000 110,000 45,153 45,153 462,476 CHF 462,928 CHF 100.00% 100.00%
11/11/2024 0.10% 10.16 CHF 10.17 CHF 120,000 120,000 46,195 46,195 471,398 CHF 471,860 CHF 99.93% 99.93%
08/11/2024 0.10% 10.22 CHF 10.23 CHF 120,000 120,000 46,346 46,346 475,597 CHF 476,062 CHF 100.00% 100.00%
07/11/2024 0.10% 10.20 CHF 10.21 CHF 120,000 120,000 47,548 47,548 482,899 CHF 483,375 CHF 99.76% 99.76%

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