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 0.13% 12.35 CHF 12.36 CHF 97,000 97,000 31,028 31,028 383,016 CHF 383,379 CHF 99.89% 99.89%
19/11/2024 0.13% 11.90 CHF 11.91 CHF 100,000 100,000 31,808 31,808 375,051 CHF 375,422 CHF 100.00% 100.00%
18/11/2024 0.14% 11.73 CHF 11.74 CHF 100,000 100,000 32,125 32,125 367,979 CHF 368,354 CHF 99.87% 99.87%
15/11/2024 0.13% 11.36 CHF 11.37 CHF 105,000 105,000 32,509 32,509 373,316 CHF 373,694 CHF 100.00% 100.00%
14/11/2024 0.13% 11.69 CHF 11.70 CHF 100,000 100,000 31,871 31,871 372,023 CHF 372,394 CHF 100.00% 100.00%
13/11/2024 0.14% 11.51 CHF 11.52 CHF 100,000 100,000 33,281 33,281 379,974 CHF 380,363 CHF 100.00% 100.00%
12/11/2024 0.14% 11.13 CHF 11.14 CHF 105,000 105,000 33,759 33,759 375,562 CHF 375,958 CHF 100.00% 100.00%
11/11/2024 0.14% 10.99 CHF 11.00 CHF 105,000 105,000 33,755 33,755 368,580 CHF 368,976 CHF 100.00% 100.00%
08/11/2024 0.14% 10.70 CHF 10.71 CHF 110,000 110,000 34,862 34,862 374,821 CHF 375,228 CHF 100.00% 100.00%
07/11/2024 0.15% 10.65 CHF 10.66 CHF 110,000 110,000 35,066 35,066 370,321 CHF 370,730 CHF 100.00% 100.00%

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