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
22/11/2024 0.11% 13.66 CHF 13.67 CHF 92,000 92,000 50,697 50,697 689,845 CHF 690,548 CHF 100.00% 100.00%
20/11/2024 0.12% 13.33 CHF 13.34 CHF 94,000 94,000 51,153 51,153 686,472 CHF 687,180 CHF 99.89% 99.89%
19/11/2024 0.12% 13.49 CHF 13.50 CHF 93,000 93,000 51,518 51,518 690,020 CHF 690,735 CHF 100.00% 100.00%
18/11/2024 0.12% 13.49 CHF 13.50 CHF 93,000 93,000 51,614 51,614 688,834 CHF 689,551 CHF 99.89% 99.89%
15/11/2024 0.12% 13.26 CHF 13.27 CHF 94,000 94,000 51,788 51,788 690,350 CHF 691,069 CHF 99.90% 99.90%
14/11/2024 0.12% 13.39 CHF 13.40 CHF 94,000 94,000 51,820 51,820 689,383 CHF 690,103 CHF 99.39% 99.39%
13/11/2024 0.12% 13.15 CHF 13.16 CHF 95,000 95,000 52,264 52,264 684,978 CHF 685,702 CHF 100.00% 100.00%
12/11/2024 0.12% 13.20 CHF 13.21 CHF 95,000 95,000 52,270 52,270 685,543 CHF 686,266 CHF 100.00% 100.00%
11/11/2024 0.12% 13.02 CHF 13.03 CHF 95,000 95,000 52,071 52,071 685,334 CHF 686,056 CHF 99.65% 99.65%
08/11/2024 0.12% 13.19 CHF 13.20 CHF 95,000 95,000 52,091 52,091 688,949 CHF 689,671 CHF 100.00% 100.00%

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