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 0.14% 11.74 CHF 11.75 CHF 97,000 97,000 31,032 31,032 363,908 CHF 364,272 CHF 99.90% 99.90%
19/11/2024 0.14% 11.29 CHF 11.30 CHF 100,000 100,000 31,805 31,805 355,450 CHF 355,820 CHF 100.00% 100.00%
18/11/2024 0.14% 11.11 CHF 11.12 CHF 100,000 100,000 32,131 32,131 348,200 CHF 348,576 CHF 99.88% 99.88%
15/11/2024 0.14% 10.75 CHF 10.76 CHF 105,000 105,000 32,510 32,510 353,216 CHF 353,594 CHF 100.00% 100.00%
14/11/2024 0.14% 11.07 CHF 11.08 CHF 100,000 100,000 31,871 31,871 352,301 CHF 352,672 CHF 100.00% 100.00%
13/11/2024 0.14% 10.89 CHF 10.90 CHF 100,000 100,000 33,281 33,281 359,491 CHF 359,880 CHF 100.00% 100.00%
12/11/2024 0.15% 10.52 CHF 10.53 CHF 105,000 105,000 33,760 33,760 354,827 CHF 355,222 CHF 100.00% 100.00%
11/11/2024 0.15% 10.38 CHF 10.39 CHF 105,000 105,000 33,755 33,755 347,898 CHF 348,294 CHF 100.00% 100.00%
08/11/2024 0.15% 10.09 CHF 10.10 CHF 110,000 110,000 34,862 34,862 353,647 CHF 354,054 CHF 100.00% 100.00%
07/11/2024 0.16% 10.05 CHF 10.06 CHF 110,000 110,000 35,066 35,066 349,012 CHF 349,421 CHF 100.00% 100.00%

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