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% 11.10 CHF 11.11 CHF 97,000 97,000 31,031 31,031 344,126 CHF 344,489 CHF 99.90% 99.90%
19/11/2024 0.15% 10.65 CHF 10.66 CHF 100,000 100,000 31,807 31,807 335,284 CHF 335,654 CHF 100.00% 100.00%
18/11/2024 0.15% 10.47 CHF 10.48 CHF 100,000 100,000 32,129 32,129 327,687 CHF 328,063 CHF 99.87% 99.87%
15/11/2024 0.15% 10.11 CHF 10.12 CHF 105,000 105,000 32,509 32,509 332,431 CHF 332,809 CHF 100.00% 100.00%
14/11/2024 0.15% 10.43 CHF 10.44 CHF 100,000 100,000 31,885 31,885 332,105 CHF 332,477 CHF 100.00% 100.00%
13/11/2024 0.15% 10.26 CHF 10.27 CHF 100,000 100,000 33,293 33,293 338,495 CHF 338,884 CHF 100.00% 100.00%
12/11/2024 0.16% 9.88 CHF 9.89 CHF 105,000 105,000 33,763 33,763 333,477 CHF 333,873 CHF 100.00% 100.00%
11/11/2024 0.16% 9.75 CHF 9.76 CHF 105,000 105,000 33,770 33,770 326,708 CHF 327,104 CHF 100.00% 100.00%
08/11/2024 0.16% 9.46 CHF 9.47 CHF 110,000 110,000 34,858 34,858 331,753 CHF 332,160 CHF 100.00% 100.00%
07/11/2024 0.17% 9.42 CHF 9.43 CHF 110,000 110,000 35,064 35,064 327,039 CHF 327,448 CHF 100.00% 100.00%

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