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
25/11/2024 0.11% 9.39 CHF 9.40 CHF 100,000 100,000 100,000 100,000 915,327 CHF 916,327 CHF 89.56% 89.56%
22/11/2024 0.11% 8.97 CHF 8.98 CHF 100,000 100,000 100,000 100,000 874,887 CHF 875,887 CHF 98.17% 98.17%
20/11/2024 0.10% 9.36 CHF 9.37 CHF 100,000 100,000 100,000 100,000 972,373 CHF 973,373 CHF 95.89% 95.89%
19/11/2024 0.11% 9.48 CHF 9.49 CHF 100,000 100,000 100,000 100,000 949,703 CHF 950,703 CHF 97.61% 97.61%
18/11/2024 0.11% 9.31 CHF 9.32 CHF 100,000 100,000 100,000 100,000 898,098 CHF 899,098 CHF 98.88% 98.88%
15/11/2024 0.12% 8.45 CHF 8.46 CHF 100,000 100,000 100,000 100,000 823,759 CHF 824,759 CHF 96.86% 96.86%
14/11/2024 0.12% 8.05 CHF 8.06 CHF 100,000 100,000 100,000 100,000 856,774 CHF 857,774 CHF 99.26% 99.26%
13/11/2024 0.11% 9.41 CHF 9.42 CHF 100,000 100,000 100,000 100,000 926,005 CHF 927,005 CHF 96.35% 96.35%
12/11/2024 0.11% 8.98 CHF 8.99 CHF 100,000 100,000 100,000 100,000 952,238 CHF 953,238 CHF 94.09% 94.09%
11/11/2024 0.11% 9.42 CHF 9.43 CHF 100,000 100,000 100,000 100,000 912,998 CHF 913,998 CHF 96.22% 96.22%

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