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 0.08% 13.38 CHF 13.39 CHF 54,000 54,000 29,900 29,900 405,230 CHF 405,529 CHF 99.90% 99.90%
19/11/2024 0.08% 13.34 CHF 13.35 CHF 54,000 54,000 29,790 29,790 398,781 CHF 399,079 CHF 100.00% 100.00%
18/11/2024 0.08% 13.58 CHF 13.59 CHF 54,000 54,000 29,873 29,873 404,804 CHF 405,103 CHF 99.55% 99.55%
15/11/2024 0.07% 13.58 CHF 13.59 CHF 54,000 54,000 29,905 29,905 413,290 CHF 413,590 CHF 99.31% 99.31%
14/11/2024 0.07% 13.97 CHF 13.98 CHF 52,000 52,000 28,812 28,812 403,248 CHF 403,537 CHF 100.00% 100.00%
13/11/2024 0.07% 13.73 CHF 13.74 CHF 54,000 54,000 29,855 29,855 409,582 CHF 409,881 CHF 100.00% 100.00%
12/11/2024 0.08% 13.66 CHF 13.67 CHF 54,000 54,000 29,853 29,853 405,320 CHF 405,619 CHF 100.00% 100.00%
11/11/2024 0.07% 13.53 CHF 13.54 CHF 54,000 54,000 29,860 29,860 409,568 CHF 409,868 CHF 100.00% 100.00%
08/11/2024 0.07% 13.69 CHF 13.70 CHF 54,000 54,000 29,925 29,925 410,827 CHF 411,126 CHF 99.18% 99.18%
07/11/2024 0.07% 13.75 CHF 13.76 CHF 54,000 54,000 29,845 29,845 406,531 CHF 406,830 CHF 100.00% 100.00%

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