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
19/11/2012 0.91% 110.20 CHF 111.20 CHF 405 405 408 408 44,612 CHF 45,020 CHF 99.97% 99.97%
16/11/2012 0.91% 108.40 CHF 109.40 CHF 409 409 407 407 44,357 CHF 44,765 CHF 99.93% 99.93%
15/11/2012 0.91% 109.70 CHF 110.70 CHF 406 406 405 405 44,515 CHF 44,920 CHF 99.93% 99.93%
14/11/2012 0.90% 110.60 CHF 111.60 CHF 404 404 403 403 44,721 CHF 45,124 CHF 99.90% 99.90%
13/11/2012 0.90% 110.90 CHF 111.90 CHF 403 403 405 405 44,684 CHF 45,090 CHF 91.81% 99.94%
12/11/2012 0.89% 111.30 CHF 112.30 CHF 2,147 2,147 2,147 2,147 238,958 CHF 241,107 CHF 99.97% 99.97%
09/11/2012 0.90% 111.00 CHF 112.00 CHF 2,153 2,153 2,157 2,157 238,925 CHF 241,078 CHF 99.96% 99.96%
08/11/2012 0.89% 111.40 CHF 112.40 CHF 2,146 2,146 2,139 2,139 239,029 CHF 241,161 CHF 99.61% 99.61%
07/11/2012 0.88% 111.90 CHF 112.90 CHF 2,141 2,141 2,115 2,114 239,573 CHF 241,682 CHF 98.79% 98.79%
06/11/2012 0.88% 113.10 CHF 114.10 CHF 2,114 2,114 2,119 2,119 239,101 CHF 241,218 CHF 99.96% 99.96%

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