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 0.41% 12.30 CHF 12.35 CHF 16,917 16,917 16,867 16,867 206,343 CHF 207,188 CHF 100.00% 100.00%
19/11/2024 0.40% 12.30 CHF 12.35 CHF 17,009 17,009 16,724 16,724 208,808 CHF 209,645 CHF 98.69% 98.69%
18/11/2024 0.41% 12.45 CHF 12.50 CHF 16,919 16,919 16,948 16,948 205,883 CHF 206,731 CHF 100.00% 100.00%
15/11/2024 0.42% 11.90 CHF 11.95 CHF 17,275 17,275 17,309 17,309 205,629 CHF 206,495 CHF 70.86% 70.86%
14/11/2024 0.44% 11.75 CHF 11.80 CHF 17,381 17,381 17,390 17,391 199,063 CHF 199,944 CHF 100.00% 100.00%
13/11/2024 0.42% 12.00 CHF 12.05 CHF 17,208 17,208 17,020 17,028 206,516 CHF 207,460 CHF 99.90% 99.90%
12/11/2024 0.43% 11.85 CHF 11.90 CHF 17,345 17,345 17,267 17,267 203,010 CHF 203,874 CHF 100.00% 100.00%
11/11/2024 0.41% 11.75 CHF 11.80 CHF 17,483 17,483 16,998 16,995 208,461 CHF 209,283 CHF 100.00% 100.00%
08/11/2024 0.40% 12.45 CHF 12.50 CHF 17,108 17,108 16,926 16,926 212,697 CHF 213,544 CHF 100.00% 100.00%
07/11/2024 0.40% 12.80 CHF 12.85 CHF 17,006 17,006 17,033 17,033 212,192 CHF 213,045 CHF 100.00% 100.00%

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