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 0.45% 11.35 CHF 11.40 CHF 10,000 10,000 9,906 9,906 111,811 CHF 112,307 CHF 100.00% 100.00%
19/11/2024 0.45% 11.15 CHF 11.20 CHF 10,000 10,000 9,904 9,904 110,350 CHF 110,846 CHF 98.71% 98.71%
18/11/2024 0.47% 10.75 CHF 10.80 CHF 10,000 10,000 9,906 9,906 105,540 CHF 106,036 CHF 100.00% 100.00%
15/11/2024 0.46% 10.70 CHF 10.75 CHF 10,000 10,000 10,000 10,000 108,187 CHF 108,687 CHF 71.57% 71.57%
14/11/2024 0.45% 11.00 CHF 11.05 CHF 10,000 10,000 9,906 9,906 110,855 CHF 111,350 CHF 100.00% 100.00%
13/11/2024 0.44% 11.45 CHF 11.50 CHF 10,000 10,000 9,906 9,906 114,216 CHF 114,712 CHF 99.81% 99.81%
12/11/2024 0.44% 11.70 CHF 11.75 CHF 10,000 10,000 9,906 9,906 114,538 CHF 115,034 CHF 100.00% 100.00%
11/11/2024 0.46% 11.05 CHF 11.10 CHF 10,000 10,000 9,831 9,831 108,872 CHF 109,364 CHF 100.00% 100.00%
08/11/2024 0.46% 11.30 CHF 11.35 CHF 10,000 10,000 9,906 9,906 108,646 CHF 109,142 CHF 100.00% 100.00%
07/11/2024 0.16% 9.80 CHF 9.81 CHF 10,000 10,000 9,907 9,907 97,747 CHF 97,904 CHF 100.00% 100.00%

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