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% 11.20 CHF 11.25 CHF 30,680 30,680 28,286 28,286 321,005 CHF 322,610 CHF 100.00% 100.00%
19/11/2024 0.58% 11.05 CHF 11.10 CHF 31,180 31,180 29,290 29,290 318,687 CHF 320,354 CHF 99.02% 99.02%
18/11/2024 0.58% 10.80 CHF 10.85 CHF 31,960 31,960 29,957 29,957 320,080 CHF 321,766 CHF 98.74% 98.74%
15/11/2024 0.60% 11.05 CHF 11.10 CHF 31,190 31,190 28,138 28,138 316,615 CHF 318,290 CHF 71.77% 71.77%
14/11/2024 0.55% 11.55 CHF 11.60 CHF 30,190 30,190 28,126 28,126 322,112 CHF 323,710 CHF 100.00% 100.00%
13/11/2024 0.55% 11.35 CHF 11.40 CHF 30,490 30,490 28,181 28,181 322,496 CHF 324,097 CHF 99.87% 99.87%
12/11/2024 0.56% 11.40 CHF 11.45 CHF 30,390 30,390 28,700 28,700 321,684 CHF 323,315 CHF 99.97% 99.97%
11/11/2024 0.55% 11.25 CHF 11.30 CHF 30,910 30,910 28,493 28,493 322,555 CHF 324,172 CHF 100.00% 100.00%
08/11/2024 0.55% 11.25 CHF 11.30 CHF 30,890 30,890 28,573 28,573 323,714 CHF 325,333 CHF 99.80% 99.80%
07/11/2024 0.56% 11.25 CHF 11.30 CHF 31,030 31,030 29,098 29,098 324,661 CHF 326,310 CHF 99.51% 99.51%

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