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 0.46% 10.86 CHF 10.88 CHF 150,000 150,000 123,021 123,021 1,357,230 CHF 1,359,930 CHF 100.00% 100.00%
19/11/2024 0.48% 10.75 CHF 10.77 CHF 150,000 150,000 122,871 122,871 1,299,400 CHF 1,302,100 CHF 99.66% 99.66%
18/11/2024 0.47% 10.30 CHF 10.32 CHF 150,000 150,000 123,026 123,026 1,290,310 CHF 1,293,010 CHF 100.00% 100.00%
15/11/2024 0.45% 10.81 CHF 10.83 CHF 150,000 150,000 123,040 123,040 1,369,990 CHF 1,372,690 CHF 100.00% 100.00%
14/11/2024 0.50% 10.88 CHF 10.90 CHF 150,000 150,000 123,224 123,224 1,283,010 CHF 1,285,720 CHF 99.08% 99.08%
13/11/2024 0.53% 10.12 CHF 10.14 CHF 150,000 150,000 123,009 123,009 1,225,900 CHF 1,228,600 CHF 100.00% 100.00%
12/11/2024 0.58% 9.41 CHF 9.43 CHF 150,000 150,000 123,067 123,067 1,113,320 CHF 1,116,030 CHF 100.00% 100.00%
11/11/2024 0.61% 8.35 CHF 8.37 CHF 150,000 150,000 123,033 123,033 1,031,730 CHF 1,034,440 CHF 100.00% 100.00%
08/11/2024 0.60% 8.18 CHF 8.20 CHF 150,000 150,000 123,006 123,006 1,031,760 CHF 1,034,460 CHF 100.00% 100.00%
07/11/2024 0.90% 8.43 CHF 8.45 CHF 150,000 150,000 123,041 123,041 991,085 CHF 994,432 CHF 100.00% 100.00%

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