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% 12.69 CHF 12.70 CHF 97,000 97,000 30,997 30,997 392,886 CHF 393,249 CHF 99.84% 99.84%
19/11/2024 0.13% 12.23 CHF 12.24 CHF 100,000 100,000 31,806 31,806 385,577 CHF 385,948 CHF 100.00% 100.00%
18/11/2024 0.13% 12.06 CHF 12.07 CHF 100,000 100,000 32,022 32,022 377,578 CHF 377,952 CHF 99.48% 99.48%
15/11/2024 0.13% 11.70 CHF 11.71 CHF 105,000 105,000 32,443 32,443 383,421 CHF 383,799 CHF 99.90% 99.90%
14/11/2024 0.13% 12.02 CHF 12.03 CHF 100,000 100,000 31,832 31,832 382,208 CHF 382,579 CHF 99.95% 99.95%
13/11/2024 0.13% 11.84 CHF 11.85 CHF 100,000 100,000 33,267 33,267 390,874 CHF 391,263 CHF 99.97% 99.97%
12/11/2024 0.14% 11.46 CHF 11.47 CHF 105,000 105,000 33,760 33,760 386,804 CHF 387,200 CHF 100.00% 100.00%
11/11/2024 0.14% 11.33 CHF 11.34 CHF 105,000 105,000 33,738 33,738 379,618 CHF 380,014 CHF 100.00% 100.00%
08/11/2024 0.14% 11.03 CHF 11.04 CHF 110,000 110,000 34,862 34,862 386,335 CHF 386,742 CHF 100.00% 100.00%
07/11/2024 0.14% 10.98 CHF 10.99 CHF 110,000 110,000 35,064 35,064 381,893 CHF 382,302 CHF 100.00% 100.00%

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