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 0.36% 14.20 CHF 14.25 CHF 10,000 10,000 9,905 9,905 140,445 CHF 140,941 CHF 100.00% 100.00%
19/11/2024 0.36% 14.05 CHF 14.10 CHF 10,000 10,000 9,904 9,904 138,957 CHF 139,453 CHF 98.71% 98.71%
18/11/2024 0.37% 13.65 CHF 13.70 CHF 10,000 10,000 9,906 9,906 134,123 CHF 134,619 CHF 100.00% 100.00%
15/11/2024 0.36% 13.60 CHF 13.65 CHF 10,000 10,000 10,000 10,000 137,083 CHF 137,583 CHF 71.24% 71.24%
14/11/2024 0.36% 13.90 CHF 13.95 CHF 10,000 10,000 9,905 9,905 139,494 CHF 139,989 CHF 100.00% 100.00%
13/11/2024 0.35% 14.35 CHF 14.40 CHF 10,000 10,000 9,906 9,906 142,877 CHF 143,373 CHF 99.80% 99.80%
12/11/2024 0.35% 14.60 CHF 14.65 CHF 10,000 10,000 9,906 9,906 143,193 CHF 143,689 CHF 100.00% 100.00%
11/11/2024 0.36% 13.95 CHF 14.00 CHF 10,000 10,000 9,832 9,832 137,323 CHF 137,815 CHF 100.00% 100.00%
08/11/2024 0.36% 14.15 CHF 14.20 CHF 10,000 10,000 9,906 9,906 137,304 CHF 137,800 CHF 100.00% 100.00%
07/11/2024 0.40% 12.70 CHF 12.75 CHF 10,000 10,000 9,907 9,907 126,256 CHF 126,752 CHF 100.00% 100.00%

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