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% 9.64 CHF 9.65 CHF 120,000 120,000 46,038 46,038 446,447 CHF 446,909 CHF 99.85% 99.85%
19/11/2024 0.11% 9.48 CHF 9.49 CHF 120,000 120,000 47,621 47,621 445,149 CHF 445,626 CHF 97.53% 97.53%
18/11/2024 0.11% 9.21 CHF 9.22 CHF 120,000 120,000 46,600 46,600 424,740 CHF 425,207 CHF 98.92% 98.92%
15/11/2024 0.11% 9.46 CHF 9.47 CHF 120,000 120,000 47,370 47,370 454,934 CHF 455,409 CHF 99.73% 99.73%
14/11/2024 0.10% 9.96 CHF 9.97 CHF 110,000 110,000 43,907 43,907 433,954 CHF 434,394 CHF 99.99% 99.99%
13/11/2024 0.10% 9.80 CHF 9.81 CHF 120,000 120,000 44,534 44,534 438,956 CHF 439,402 CHF 100.00% 100.00%
12/11/2024 0.11% 9.85 CHF 9.86 CHF 110,000 110,000 45,155 45,155 439,954 CHF 440,406 CHF 100.00% 100.00%
11/11/2024 0.10% 9.67 CHF 9.68 CHF 120,000 120,000 46,187 46,187 448,326 CHF 448,788 CHF 99.92% 99.92%
08/11/2024 0.10% 9.72 CHF 9.73 CHF 120,000 120,000 46,345 46,345 452,720 CHF 453,185 CHF 100.00% 100.00%
07/11/2024 0.11% 9.71 CHF 9.72 CHF 120,000 120,000 47,545 47,545 459,391 CHF 459,867 CHF 99.76% 99.76%

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