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% 13.30 CHF 13.31 CHF 54,000 54,000 29,899 29,899 402,994 CHF 403,294 CHF 99.90% 99.90%
19/11/2024 0.08% 13.27 CHF 13.28 CHF 54,000 54,000 29,788 29,788 396,546 CHF 396,845 CHF 100.00% 100.00%
18/11/2024 0.08% 13.50 CHF 13.51 CHF 54,000 54,000 29,872 29,872 402,575 CHF 402,874 CHF 99.55% 99.55%
15/11/2024 0.07% 13.50 CHF 13.51 CHF 54,000 54,000 30,001 30,001 412,411 CHF 412,711 CHF 98.95% 98.95%
14/11/2024 0.07% 13.90 CHF 13.91 CHF 52,000 52,000 28,835 28,835 401,494 CHF 401,783 CHF 99.67% 99.67%
13/11/2024 0.07% 13.65 CHF 13.66 CHF 54,000 54,000 29,856 29,856 407,414 CHF 407,713 CHF 100.00% 100.00%
12/11/2024 0.08% 13.59 CHF 13.60 CHF 54,000 54,000 29,853 29,853 403,153 CHF 403,452 CHF 100.00% 100.00%
11/11/2024 0.07% 13.46 CHF 13.47 CHF 54,000 54,000 29,861 29,861 407,425 CHF 407,724 CHF 100.00% 100.00%
08/11/2024 0.07% 13.62 CHF 13.63 CHF 54,000 54,000 29,924 29,924 408,685 CHF 408,985 CHF 99.20% 99.20%
07/11/2024 0.08% 13.68 CHF 13.69 CHF 54,000 54,000 29,884 29,884 404,925 CHF 405,224 CHF 99.88% 99.88%

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