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 0.57% 10.80 CHF 10.85 CHF 30,640 30,640 28,283 28,283 309,175 CHF 310,780 CHF 100.00% 100.00%
19/11/2024 0.60% 10.65 CHF 10.70 CHF 31,180 31,180 29,288 29,288 306,585 CHF 308,252 CHF 99.03% 99.03%
18/11/2024 0.60% 10.40 CHF 10.45 CHF 31,910 31,910 29,962 29,962 307,734 CHF 309,420 CHF 98.79% 98.79%
15/11/2024 0.62% 10.60 CHF 10.65 CHF 31,290 31,290 28,133 28,133 304,977 CHF 306,651 CHF 71.85% 71.85%
14/11/2024 0.57% 11.10 CHF 11.15 CHF 30,160 30,160 28,129 28,129 310,402 CHF 312,000 CHF 100.00% 100.00%
13/11/2024 0.57% 10.95 CHF 11.00 CHF 30,490 30,490 28,187 28,187 310,869 CHF 312,470 CHF 99.89% 99.89%
12/11/2024 0.58% 11.00 CHF 11.05 CHF 30,370 30,370 28,692 28,692 309,713 CHF 311,343 CHF 99.99% 99.99%
11/11/2024 0.58% 10.80 CHF 10.85 CHF 30,890 30,890 28,487 28,487 310,686 CHF 312,303 CHF 100.00% 100.00%
08/11/2024 0.57% 10.85 CHF 10.90 CHF 30,890 30,890 28,569 28,569 312,017 CHF 313,636 CHF 99.82% 99.82%
07/11/2024 0.58% 10.85 CHF 10.90 CHF 31,030 31,030 29,087 29,087 312,501 CHF 314,150 CHF 99.53% 99.53%

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