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 0.13% 12.70 CHF 12.71 CHF 97,000 97,000 31,032 31,032 393,895 CHF 394,258 CHF 99.90% 99.90%
19/11/2024 0.13% 12.25 CHF 12.26 CHF 100,000 100,000 31,802 31,802 386,063 CHF 386,434 CHF 100.00% 100.00%
18/11/2024 0.13% 12.08 CHF 12.09 CHF 100,000 100,000 32,130 32,130 379,268 CHF 379,644 CHF 99.88% 99.88%
15/11/2024 0.13% 11.71 CHF 11.72 CHF 105,000 105,000 32,508 32,508 384,704 CHF 385,082 CHF 100.00% 100.00%
14/11/2024 0.13% 12.04 CHF 12.05 CHF 100,000 100,000 31,879 31,879 383,289 CHF 383,661 CHF 100.00% 100.00%
13/11/2024 0.13% 11.86 CHF 11.87 CHF 100,000 100,000 33,280 33,280 391,542 CHF 391,931 CHF 100.00% 100.00%
12/11/2024 0.14% 11.48 CHF 11.49 CHF 105,000 105,000 33,754 33,754 387,223 CHF 387,619 CHF 100.00% 100.00%
11/11/2024 0.14% 11.34 CHF 11.35 CHF 105,000 105,000 33,765 33,765 380,382 CHF 380,778 CHF 100.00% 100.00%
08/11/2024 0.14% 11.04 CHF 11.05 CHF 110,000 110,000 34,853 34,853 386,693 CHF 387,100 CHF 100.00% 100.00%
07/11/2024 0.14% 11.00 CHF 11.01 CHF 110,000 110,000 35,064 35,064 382,337 CHF 382,746 CHF 100.00% 100.00%

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