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 0.42% 12.10 CHF 12.15 CHF 10,000 10,000 9,906 9,906 119,358 CHF 119,853 CHF 100.00% 100.00%
19/11/2024 0.42% 11.90 CHF 11.95 CHF 10,000 10,000 9,904 9,904 117,869 CHF 118,364 CHF 98.71% 98.71%
18/11/2024 0.44% 11.55 CHF 11.60 CHF 10,000 10,000 9,905 9,905 113,097 CHF 113,593 CHF 100.00% 100.00%
15/11/2024 0.43% 11.45 CHF 11.50 CHF 10,000 10,000 10,000 10,000 115,818 CHF 116,318 CHF 71.68% 71.68%
14/11/2024 0.42% 11.75 CHF 11.80 CHF 10,000 10,000 9,905 9,905 118,395 CHF 118,891 CHF 100.00% 100.00%
13/11/2024 0.41% 12.20 CHF 12.25 CHF 10,000 10,000 9,906 9,906 121,795 CHF 122,291 CHF 99.81% 99.81%
12/11/2024 0.41% 12.45 CHF 12.50 CHF 10,000 10,000 9,906 9,906 122,081 CHF 122,576 CHF 100.00% 100.00%
11/11/2024 0.43% 11.80 CHF 11.85 CHF 10,000 10,000 9,837 9,837 116,482 CHF 116,974 CHF 100.00% 100.00%
08/11/2024 0.43% 12.05 CHF 12.10 CHF 10,000 10,000 9,906 9,906 116,235 CHF 116,731 CHF 100.00% 100.00%
07/11/2024 0.47% 10.55 CHF 10.60 CHF 10,000 10,000 9,907 9,907 105,142 CHF 105,638 CHF 100.00% 100.00%

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