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 0.13% 12.44 CHF 12.45 CHF 92,000 92,000 50,683 50,683 628,082 CHF 628,784 CHF 100.00% 100.00%
20/11/2024 0.13% 12.13 CHF 12.14 CHF 94,000 94,000 51,154 51,154 624,827 CHF 625,535 CHF 99.90% 99.90%
19/11/2024 0.13% 12.29 CHF 12.30 CHF 93,000 93,000 51,518 51,518 628,117 CHF 628,832 CHF 100.00% 100.00%
18/11/2024 0.13% 12.28 CHF 12.29 CHF 93,000 93,000 51,616 51,616 626,546 CHF 627,263 CHF 99.89% 99.89%
15/11/2024 0.13% 12.05 CHF 12.06 CHF 94,000 94,000 51,789 51,789 627,771 CHF 628,490 CHF 99.90% 99.90%
14/11/2024 0.13% 12.18 CHF 12.19 CHF 94,000 94,000 51,825 51,825 626,813 CHF 627,533 CHF 99.34% 99.34%
13/11/2024 0.13% 11.95 CHF 11.96 CHF 95,000 95,000 52,264 52,264 622,242 CHF 622,966 CHF 100.00% 100.00%
12/11/2024 0.13% 12.00 CHF 12.01 CHF 95,000 95,000 52,270 52,270 622,935 CHF 623,659 CHF 100.00% 100.00%
11/11/2024 0.13% 11.82 CHF 11.83 CHF 95,000 95,000 52,073 52,073 623,138 CHF 623,860 CHF 99.65% 99.65%
08/11/2024 0.13% 12.00 CHF 12.01 CHF 95,000 95,000 52,091 52,091 627,218 CHF 627,940 CHF 100.00% 100.00%

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