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 0.11% 9.43 CHF 9.44 CHF 120,000 120,000 46,049 46,049 437,181 CHF 437,643 CHF 99.86% 99.86%
19/11/2024 0.11% 9.28 CHF 9.29 CHF 120,000 120,000 47,622 47,622 435,488 CHF 435,965 CHF 97.53% 97.53%
18/11/2024 0.11% 9.01 CHF 9.02 CHF 120,000 120,000 46,597 46,597 415,257 CHF 415,724 CHF 98.92% 98.92%
15/11/2024 0.11% 9.25 CHF 9.26 CHF 120,000 120,000 47,369 47,369 445,296 CHF 445,771 CHF 99.73% 99.73%
14/11/2024 0.11% 9.76 CHF 9.77 CHF 110,000 110,000 43,907 43,907 425,020 CHF 425,459 CHF 99.99% 99.99%
13/11/2024 0.11% 9.60 CHF 9.61 CHF 120,000 120,000 44,532 44,532 429,934 CHF 430,380 CHF 100.00% 100.00%
12/11/2024 0.11% 9.64 CHF 9.65 CHF 110,000 110,000 45,152 45,152 430,808 CHF 431,260 CHF 100.00% 100.00%
11/11/2024 0.11% 9.47 CHF 9.48 CHF 120,000 120,000 46,197 46,197 439,109 CHF 439,572 CHF 99.94% 99.94%
08/11/2024 0.11% 9.52 CHF 9.53 CHF 120,000 120,000 46,346 46,346 443,463 CHF 443,927 CHF 100.00% 100.00%
07/11/2024 0.11% 9.51 CHF 9.52 CHF 120,000 120,000 47,549 47,549 449,913 CHF 450,390 CHF 99.76% 99.76%

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