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 0.22% 12.76 CHF 12.79 CHF 29,900 29,900 13,275 13,275 175,321 CHF 175,694 CHF 99.90% 99.90%
19/11/2024 0.22% 13.31 CHF 13.33 CHF 31,200 31,200 14,008 14,008 179,866 CHF 180,218 CHF 100.00% 100.00%
18/11/2024 0.21% 13.40 CHF 13.42 CHF 30,400 30,400 13,548 13,548 183,138 CHF 183,479 CHF 99.90% 99.90%
15/11/2024 0.20% 13.73 CHF 13.76 CHF 26,400 26,400 11,417 11,417 168,905 CHF 169,251 CHF 99.69% 99.69%
14/11/2024 0.23% 16.16 CHF 16.19 CHF 24,500 24,500 10,661 10,661 178,461 CHF 178,835 CHF 100.00% 100.00%
13/11/2024 0.20% 16.18 CHF 16.21 CHF 26,200 26,200 11,843 11,843 183,575 CHF 183,930 CHF 100.00% 100.00%
12/11/2024 0.21% 14.45 CHF 14.48 CHF 27,700 27,700 12,401 12,401 181,360 CHF 181,733 CHF 100.00% 100.00%
11/11/2024 0.20% 14.61 CHF 14.64 CHF 27,100 27,100 12,027 12,027 179,968 CHF 180,329 CHF 100.00% 100.00%
08/11/2024 0.20% 15.08 CHF 15.11 CHF 26,400 26,400 11,792 11,792 178,859 CHF 179,213 CHF 100.00% 100.00%
07/11/2024 0.21% 15.59 CHF 15.62 CHF 27,500 27,500 12,289 12,289 184,836 CHF 185,206 CHF 99.33% 99.33%

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