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 0.55% 11.30 CHF 11.35 CHF 30,650 30,650 28,284 28,284 323,351 CHF 324,956 CHF 100.00% 100.00%
19/11/2024 0.57% 11.15 CHF 11.20 CHF 31,180 31,180 29,290 29,290 321,240 CHF 322,906 CHF 99.03% 99.03%
18/11/2024 0.57% 10.90 CHF 10.95 CHF 31,920 31,920 29,962 29,962 322,759 CHF 324,445 CHF 98.77% 98.77%
15/11/2024 0.59% 11.10 CHF 11.15 CHF 31,290 31,290 28,134 28,134 319,087 CHF 320,761 CHF 71.79% 71.79%
14/11/2024 0.55% 11.60 CHF 11.65 CHF 30,160 30,160 28,129 28,129 324,512 CHF 326,110 CHF 100.00% 100.00%
13/11/2024 0.55% 11.45 CHF 11.50 CHF 30,490 30,490 28,185 28,185 324,927 CHF 326,527 CHF 99.86% 99.86%
12/11/2024 0.56% 11.50 CHF 11.55 CHF 30,370 30,370 28,691 28,691 323,998 CHF 325,629 CHF 99.98% 99.98%
11/11/2024 0.55% 11.30 CHF 11.35 CHF 30,890 30,890 28,492 28,492 324,913 CHF 326,530 CHF 100.00% 100.00%
08/11/2024 0.55% 11.35 CHF 11.40 CHF 30,890 30,890 28,566 28,566 326,039 CHF 327,658 CHF 99.81% 99.81%
07/11/2024 0.56% 11.35 CHF 11.40 CHF 31,030 31,030 29,086 29,086 326,846 CHF 328,494 CHF 99.52% 99.52%

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