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 0.53% 11.75 CHF 11.80 CHF 30,660 30,660 28,281 28,281 336,170 CHF 337,775 CHF 100.00% 100.00%
19/11/2024 0.55% 11.60 CHF 11.65 CHF 31,180 31,180 29,291 29,291 334,531 CHF 336,197 CHF 99.03% 99.03%
18/11/2024 0.55% 11.35 CHF 11.40 CHF 31,930 31,930 29,958 29,958 336,334 CHF 338,020 CHF 98.79% 98.79%
15/11/2024 0.57% 11.60 CHF 11.65 CHF 31,310 31,310 28,144 28,144 331,971 CHF 333,645 CHF 71.96% 71.96%
14/11/2024 0.52% 12.05 CHF 12.10 CHF 30,180 30,180 28,127 28,127 337,317 CHF 338,915 CHF 100.00% 100.00%
13/11/2024 0.52% 11.90 CHF 11.95 CHF 30,490 30,490 28,179 28,179 337,597 CHF 339,197 CHF 99.88% 99.88%
12/11/2024 0.54% 11.95 CHF 12.00 CHF 30,370 30,370 28,693 28,693 337,019 CHF 338,650 CHF 99.98% 99.98%
11/11/2024 0.53% 11.75 CHF 11.80 CHF 30,890 30,890 28,489 28,489 337,723 CHF 339,340 CHF 100.00% 100.00%
08/11/2024 0.53% 11.80 CHF 11.85 CHF 30,890 30,890 28,562 28,562 338,718 CHF 340,337 CHF 99.81% 99.81%
07/11/2024 0.54% 11.80 CHF 11.85 CHF 31,060 31,060 29,083 29,083 339,802 CHF 341,450 CHF 99.53% 99.53%

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