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 0.60% 11,520.00 CHF 11,590.00 CHF 300 300 300 300 3,469,370 CHF 3,490,390 CHF 100.00% 100.00%
19/11/2024 0.61% 11,510.00 CHF 11,580.00 CHF 300 300 300 300 3,453,850 CHF 3,474,900 CHF 100.00% 100.00%
18/11/2024 0.61% 11,610.00 CHF 11,680.00 CHF 300 300 300 300 3,475,850 CHF 3,496,970 CHF 99.93% 99.93%
15/11/2024 0.68% 11,590.00 CHF 11,660.00 CHF 300 300 300 300 3,488,160 CHF 3,511,850 CHF 99.38% 99.38%
14/11/2024 0.68% 11,740.00 CHF 11,820.00 CHF 300 300 300 300 3,500,380 CHF 3,524,360 CHF 100.00% 100.00%
13/11/2024 0.68% 11,640.00 CHF 11,720.00 CHF 300 300 300 300 3,490,290 CHF 3,514,130 CHF 99.89% 99.89%
12/11/2024 0.68% 11,650.00 CHF 11,730.00 CHF 300 300 300 300 3,520,780 CHF 3,544,780 CHF 100.00% 100.00%
11/11/2024 0.67% 11,830.00 CHF 11,910.00 CHF 300 300 300 300 3,552,760 CHF 3,576,760 CHF 100.00% 100.00%
08/11/2024 0.68% 11,750.00 CHF 11,830.00 CHF 300 300 300 300 3,530,030 CHF 3,554,030 CHF 100.00% 100.00%
07/11/2024 0.67% 11,850.00 CHF 11,930.00 CHF 300 300 300 300 3,557,630 CHF 3,581,630 CHF 99.24% 99.24%

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