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 0.11% 9.44 CHF 9.45 CHF 15,540 15,540 15,327 15,327 141,970 CHF 142,123 CHF 100.00% 100.00%
19/11/2024 0.11% 9.34 CHF 9.35 CHF 15,520 15,520 15,342 15,342 142,862 CHF 143,016 CHF 98.97% 98.97%
18/11/2024 0.11% 9.08 CHF 9.09 CHF 15,400 15,400 15,204 15,204 136,930 CHF 137,082 CHF 100.00% 100.00%
15/11/2024 0.11% 8.88 CHF 8.89 CHF 15,270 15,270 15,225 15,225 133,275 CHF 133,427 CHF 72.07% 72.07%
14/11/2024 0.12% 8.18 CHF 8.19 CHF 14,890 14,890 14,793 14,793 122,748 CHF 122,896 CHF 100.00% 100.00%
13/11/2024 0.13% 8.12 CHF 8.13 CHF 14,790 14,790 14,646 14,646 117,642 CHF 117,789 CHF 98.58% 98.58%
12/11/2024 0.12% 8.16 CHF 8.17 CHF 14,840 14,840 14,664 14,664 118,509 CHF 118,656 CHF 99.69% 99.69%
11/11/2024 0.13% 7.80 CHF 7.81 CHF 14,660 14,660 14,528 14,528 113,416 CHF 113,562 CHF 100.00% 100.00%
08/11/2024 0.13% 8.13 CHF 8.14 CHF 14,850 14,850 14,675 14,675 117,808 CHF 117,954 CHF 100.00% 100.00%
07/11/2024 0.13% 7.76 CHF 7.77 CHF 14,700 14,700 14,610 14,610 114,171 CHF 114,317 CHF 100.00% 100.00%

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