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 0.16% 11.69 CHF 11.71 CHF 108,000 108,000 108,000 108,000 1,347,090 CHF 1,349,250 CHF 100.00% 100.00%
19/11/2024 0.09% 12.00 CHF 12.01 CHF 111,700 111,700 111,700 111,700 1,298,490 CHF 1,299,600 CHF 100.00% 100.00%
18/11/2024 0.09% 12.12 CHF 12.13 CHF 115,400 115,400 115,400 115,400 1,356,590 CHF 1,357,750 CHF 99.58% 99.58%
15/11/2024 0.16% 11.85 CHF 11.87 CHF 101,500 101,500 101,500 101,500 1,274,700 CHF 1,276,730 CHF 100.00% 100.00%
14/11/2024 0.14% 14.04 CHF 14.06 CHF 95,900 95,900 95,900 95,900 1,374,380 CHF 1,376,290 CHF 100.00% 100.00%
13/11/2024 0.14% 14.25 CHF 14.27 CHF 96,100 96,100 96,100 96,100 1,346,160 CHF 1,348,080 CHF 99.94% 99.94%
12/11/2024 0.14% 14.19 CHF 14.21 CHF 93,500 93,500 93,500 93,500 1,346,860 CHF 1,348,730 CHF 100.00% 100.00%
11/11/2024 0.13% 14.72 CHF 14.74 CHF 93,900 93,900 93,900 93,900 1,394,080 CHF 1,395,960 CHF 100.00% 100.00%
08/11/2024 0.14% 14.33 CHF 14.35 CHF 97,100 97,100 97,100 97,100 1,345,180 CHF 1,347,130 CHF 100.00% 100.00%
07/11/2024 0.15% 13.55 CHF 13.57 CHF 103,500 103,500 103,500 103,500 1,368,530 CHF 1,370,600 CHF 99.68% 99.68%

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