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 0.15% 12.65 CHF 12.67 CHF 12,500 12,500 12,470 12,470 161,714 CHF 161,963 CHF 100.00% 100.00%
19/11/2024 0.17% 12.25 CHF 12.27 CHF 13,200 13,200 13,146 13,146 156,230 CHF 156,493 CHF 100.00% 100.00%
18/11/2024 0.17% 12.06 CHF 12.08 CHF 13,400 13,400 13,345 13,345 158,424 CHF 158,691 CHF 100.00% 100.00%
15/11/2024 0.17% 11.57 CHF 11.59 CHF 12,500 12,500 12,442 12,442 148,627 CHF 148,876 CHF 99.90% 99.90%
14/11/2024 0.16% 12.53 CHF 12.55 CHF 12,500 12,500 12,571 12,571 156,297 CHF 156,549 CHF 100.00% 100.00%
13/11/2024 0.17% 12.28 CHF 12.30 CHF 12,600 12,600 12,528 12,528 150,223 CHF 150,473 CHF 100.00% 100.00%
12/11/2024 0.15% 12.80 CHF 12.82 CHF 12,000 12,000 11,951 11,951 154,662 CHF 154,901 CHF 100.00% 100.00%
11/11/2024 0.15% 13.04 CHF 13.06 CHF 12,100 12,100 12,050 12,050 161,327 CHF 161,568 CHF 100.00% 100.00%
08/11/2024 0.15% 13.07 CHF 13.09 CHF 12,200 12,200 12,149 12,149 158,652 CHF 158,895 CHF 99.19% 99.19%
07/11/2024 0.16% 12.77 CHF 12.79 CHF 13,900 13,900 13,991 13,991 172,170 CHF 172,450 CHF 100.00% 100.00%

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