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% 11.99 CHF 12.00 CHF 92,000 92,000 50,683 50,683 605,307 CHF 606,009 CHF 100.00% 100.00%
20/11/2024 0.13% 11.68 CHF 11.69 CHF 94,000 94,000 51,154 51,154 602,023 CHF 602,730 CHF 99.90% 99.90%
19/11/2024 0.13% 11.84 CHF 11.85 CHF 93,000 93,000 51,518 51,518 605,209 CHF 605,924 CHF 100.00% 100.00%
18/11/2024 0.13% 11.84 CHF 11.85 CHF 93,000 93,000 51,614 51,614 603,499 CHF 604,216 CHF 99.89% 99.89%
15/11/2024 0.13% 11.60 CHF 11.61 CHF 94,000 94,000 51,788 51,788 604,661 CHF 605,380 CHF 99.90% 99.90%
14/11/2024 0.13% 11.73 CHF 11.74 CHF 94,000 94,000 51,825 51,825 603,623 CHF 604,343 CHF 99.34% 99.34%
13/11/2024 0.14% 11.51 CHF 11.52 CHF 95,000 95,000 52,264 52,264 599,053 CHF 599,776 CHF 100.00% 100.00%
12/11/2024 0.14% 11.56 CHF 11.57 CHF 95,000 95,000 52,270 52,270 599,737 CHF 600,460 CHF 100.00% 100.00%
11/11/2024 0.13% 11.38 CHF 11.39 CHF 95,000 95,000 52,073 52,073 600,115 CHF 600,836 CHF 99.66% 99.66%
08/11/2024 0.13% 11.56 CHF 11.57 CHF 95,000 95,000 52,091 52,091 604,426 CHF 605,148 CHF 100.00% 100.00%

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