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 0.47% 10.90 CHF 10.95 CHF 16,923 16,923 16,868 16,868 182,026 CHF 182,871 CHF 100.00% 100.00%
19/11/2024 0.46% 10.90 CHF 10.95 CHF 17,013 17,013 16,724 16,724 184,757 CHF 185,594 CHF 98.69% 98.69%
18/11/2024 0.47% 11.00 CHF 11.05 CHF 16,922 16,922 16,946 16,946 181,357 CHF 182,205 CHF 100.00% 100.00%
15/11/2024 0.48% 10.45 CHF 10.50 CHF 17,275 17,275 17,309 17,309 180,620 CHF 181,485 CHF 70.78% 70.78%
14/11/2024 0.33% 10.30 CHF 10.35 CHF 17,390 17,390 17,392 17,392 174,059 CHF 174,631 CHF 100.00% 100.00%
13/11/2024 0.47% 10.55 CHF 10.60 CHF 17,207 17,207 17,028 17,028 182,135 CHF 182,987 CHF 99.90% 99.90%
12/11/2024 0.49% 10.40 CHF 10.45 CHF 17,356 17,356 17,268 17,268 178,238 CHF 179,102 CHF 100.00% 100.00%
11/11/2024 0.47% 10.30 CHF 10.35 CHF 17,471 17,471 16,998 16,998 184,156 CHF 185,007 CHF 100.00% 100.00%
08/11/2024 0.45% 11.05 CHF 11.10 CHF 17,112 17,112 16,929 16,929 188,731 CHF 189,578 CHF 100.00% 100.00%
07/11/2024 0.46% 11.40 CHF 11.45 CHF 16,994 16,994 17,034 17,034 187,973 CHF 188,826 CHF 100.00% 100.00%

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