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 0.56% 11.00 CHF 11.05 CHF 30,660 30,660 28,283 28,283 315,011 CHF 316,616 CHF 100.00% 100.00%
19/11/2024 0.59% 10.85 CHF 10.90 CHF 31,180 31,180 29,292 29,292 312,659 CHF 314,325 CHF 99.02% 99.02%
18/11/2024 0.59% 10.60 CHF 10.65 CHF 31,930 31,930 29,960 29,960 313,883 CHF 315,568 CHF 98.73% 98.73%
15/11/2024 0.61% 10.85 CHF 10.90 CHF 31,300 31,300 28,143 28,143 310,846 CHF 312,521 CHF 71.95% 71.95%
14/11/2024 0.56% 11.30 CHF 11.35 CHF 30,180 30,180 28,126 28,126 316,186 CHF 317,783 CHF 100.00% 100.00%
13/11/2024 0.56% 11.15 CHF 11.20 CHF 30,490 30,490 28,179 28,179 316,570 CHF 318,170 CHF 99.88% 99.88%
12/11/2024 0.57% 11.20 CHF 11.25 CHF 30,380 30,380 28,699 28,699 315,733 CHF 317,364 CHF 99.97% 99.97%
11/11/2024 0.56% 11.00 CHF 11.05 CHF 30,900 30,900 28,486 28,486 316,549 CHF 318,166 CHF 100.00% 100.00%
08/11/2024 0.56% 11.05 CHF 11.10 CHF 30,890 30,890 28,571 28,571 317,849 CHF 319,468 CHF 99.80% 99.80%
07/11/2024 0.57% 11.05 CHF 11.10 CHF 31,030 31,030 29,093 29,093 318,573 CHF 320,222 CHF 99.51% 99.51%

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