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 0.14% 11.54 CHF 11.55 CHF 92,000 92,000 50,685 50,685 582,597 CHF 583,300 CHF 100.00% 100.00%
20/11/2024 0.14% 11.24 CHF 11.25 CHF 94,000 94,000 51,155 51,155 579,313 CHF 580,021 CHF 99.90% 99.90%
19/11/2024 0.14% 11.40 CHF 11.41 CHF 93,000 93,000 51,517 51,517 582,371 CHF 583,085 CHF 100.00% 100.00%
18/11/2024 0.14% 11.39 CHF 11.40 CHF 93,000 93,000 51,616 51,616 580,535 CHF 581,253 CHF 99.90% 99.90%
15/11/2024 0.14% 11.16 CHF 11.17 CHF 94,000 94,000 51,790 51,790 581,554 CHF 582,273 CHF 99.90% 99.90%
14/11/2024 0.14% 11.29 CHF 11.30 CHF 94,000 94,000 51,825 51,825 580,533 CHF 581,253 CHF 99.34% 99.34%
13/11/2024 0.14% 11.06 CHF 11.07 CHF 95,000 95,000 52,264 52,264 575,932 CHF 576,656 CHF 100.00% 100.00%
12/11/2024 0.14% 11.12 CHF 11.13 CHF 95,000 95,000 52,269 52,269 576,617 CHF 577,341 CHF 100.00% 100.00%
11/11/2024 0.14% 10.94 CHF 10.95 CHF 95,000 95,000 52,074 52,074 577,165 CHF 577,887 CHF 99.65% 99.65%
08/11/2024 0.14% 11.12 CHF 11.13 CHF 95,000 95,000 52,091 52,091 581,635 CHF 582,357 CHF 100.00% 100.00%

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