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 0.43% 11.70 CHF 11.75 CHF 16,917 16,917 16,867 16,867 196,208 CHF 197,052 CHF 100.00% 100.00%
19/11/2024 0.42% 11.70 CHF 11.75 CHF 17,009 17,009 16,723 16,723 198,785 CHF 199,622 CHF 98.69% 98.69%
18/11/2024 0.44% 11.85 CHF 11.90 CHF 16,919 16,919 16,948 16,948 195,696 CHF 196,544 CHF 100.00% 100.00%
15/11/2024 0.44% 11.30 CHF 11.35 CHF 17,277 17,277 17,308 17,308 195,203 CHF 196,068 CHF 70.79% 70.79%
14/11/2024 0.46% 11.15 CHF 11.20 CHF 17,383 17,383 17,390 17,390 188,555 CHF 189,425 CHF 100.00% 100.00%
13/11/2024 0.44% 11.40 CHF 11.45 CHF 17,208 17,208 17,027 17,027 196,410 CHF 197,262 CHF 99.90% 99.90%
12/11/2024 0.45% 11.25 CHF 11.30 CHF 17,346 17,346 17,268 17,268 192,691 CHF 193,555 CHF 100.00% 100.00%
11/11/2024 0.43% 11.15 CHF 11.20 CHF 17,483 17,483 16,998 16,998 198,360 CHF 199,211 CHF 100.00% 100.00%
08/11/2024 0.42% 11.90 CHF 11.95 CHF 17,109 17,109 16,927 16,927 202,749 CHF 203,597 CHF 100.00% 100.00%
07/11/2024 0.42% 12.20 CHF 12.25 CHF 17,011 17,011 17,034 17,034 202,102 CHF 202,955 CHF 100.00% 100.00%

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