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 0.54% 11.40 CHF 11.45 CHF 30,710 30,710 28,281 28,281 326,829 CHF 328,435 CHF 100.00% 100.00%
19/11/2024 0.57% 11.25 CHF 11.30 CHF 31,180 31,180 29,295 29,295 324,834 CHF 326,501 CHF 99.03% 99.03%
18/11/2024 0.57% 11.00 CHF 11.05 CHF 31,980 31,980 29,962 29,962 326,427 CHF 328,113 CHF 98.79% 98.79%
15/11/2024 0.59% 11.25 CHF 11.30 CHF 31,210 31,210 28,144 28,144 322,555 CHF 324,229 CHF 71.84% 71.84%
14/11/2024 0.54% 11.75 CHF 11.80 CHF 30,190 30,190 28,131 28,131 328,152 CHF 329,750 CHF 100.00% 100.00%
13/11/2024 0.54% 11.60 CHF 11.65 CHF 30,470 30,470 28,169 28,169 328,331 CHF 329,931 CHF 99.72% 99.72%
12/11/2024 0.55% 11.60 CHF 11.65 CHF 30,410 30,410 28,698 28,698 327,615 CHF 329,246 CHF 99.99% 99.99%
11/11/2024 0.54% 11.45 CHF 11.50 CHF 30,930 30,930 28,505 28,505 328,617 CHF 330,235 CHF 100.00% 100.00%
08/11/2024 0.54% 11.50 CHF 11.55 CHF 30,870 30,870 28,574 28,574 329,584 CHF 331,203 CHF 99.82% 99.82%
07/11/2024 0.55% 11.45 CHF 11.50 CHF 31,030 31,030 29,087 29,087 330,514 CHF 332,162 CHF 99.53% 99.53%

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