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 0.07% 13.28 CHF 13.29 CHF 80,000 80,000 80,000 80,000 1,087,870 CHF 1,088,670 CHF 99.88% 99.88%
19/11/2024 0.08% 13.35 CHF 13.36 CHF 80,000 80,000 79,191 79,191 1,045,310 CHF 1,046,110 CHF 99.87% 99.87%
18/11/2024 0.08% 13.43 CHF 13.44 CHF 80,000 80,000 79,997 79,997 1,062,560 CHF 1,063,360 CHF 99.59% 99.59%
15/11/2024 0.07% 13.32 CHF 13.33 CHF 80,000 80,000 80,000 80,000 1,088,030 CHF 1,088,830 CHF 99.98% 99.98%
14/11/2024 0.07% 14.18 CHF 14.19 CHF 80,000 80,000 80,000 80,000 1,144,860 CHF 1,145,660 CHF 100.00% 100.00%
13/11/2024 0.07% 14.21 CHF 14.22 CHF 80,000 80,000 80,000 80,000 1,128,480 CHF 1,129,280 CHF 99.98% 99.98%
12/11/2024 0.07% 14.16 CHF 14.17 CHF 80,000 80,000 80,000 80,000 1,139,550 CHF 1,140,350 CHF 100.00% 100.00%
11/11/2024 0.07% 14.34 CHF 14.35 CHF 80,000 80,000 80,000 80,000 1,150,800 CHF 1,151,600 CHF 100.00% 100.00%
08/11/2024 0.07% 14.13 CHF 14.14 CHF 80,000 80,000 80,000 80,000 1,115,380 CHF 1,116,180 CHF 100.00% 100.00%
07/11/2024 0.07% 13.84 CHF 13.85 CHF 80,000 80,000 79,160 79,160 1,087,330 CHF 1,088,130 CHF 99.67% 99.67%

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