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 0.47% 10.54 CHF 10.56 CHF 150,000 150,000 123,022 123,022 1,317,900 CHF 1,320,600 CHF 100.00% 100.00%
19/11/2024 0.49% 10.43 CHF 10.45 CHF 150,000 150,000 122,964 122,964 1,261,270 CHF 1,263,980 CHF 100.00% 100.00%
18/11/2024 0.48% 9.98 CHF 10.00 CHF 150,000 150,000 123,025 123,025 1,250,880 CHF 1,253,580 CHF 100.00% 100.00%
15/11/2024 0.46% 10.49 CHF 10.51 CHF 150,000 150,000 123,040 123,040 1,330,540 CHF 1,333,240 CHF 100.00% 100.00%
14/11/2024 0.51% 10.56 CHF 10.58 CHF 150,000 150,000 123,224 123,224 1,243,460 CHF 1,246,160 CHF 99.08% 99.08%
13/11/2024 0.54% 9.80 CHF 9.82 CHF 150,000 150,000 123,009 123,009 1,186,690 CHF 1,189,390 CHF 100.00% 100.00%
12/11/2024 0.60% 9.09 CHF 9.11 CHF 150,000 150,000 123,066 123,066 1,074,170 CHF 1,076,870 CHF 100.00% 100.00%
11/11/2024 0.64% 8.03 CHF 8.05 CHF 150,000 150,000 123,033 123,033 992,660 CHF 995,364 CHF 100.00% 100.00%
08/11/2024 0.62% 7.87 CHF 7.89 CHF 150,000 150,000 123,006 123,006 993,050 CHF 995,753 CHF 100.00% 100.00%
07/11/2024 0.94% 8.11 CHF 8.13 CHF 150,000 150,000 123,044 123,044 952,316 CHF 955,663 CHF 100.00% 100.00%

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