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 0.40% 12.31 CHF 12.33 CHF 150,000 150,000 123,008 123,008 1,535,750 CHF 1,538,450 CHF 100.00% 100.00%
19/11/2024 0.42% 12.20 CHF 12.22 CHF 150,000 150,000 122,869 122,869 1,477,280 CHF 1,479,980 CHF 99.65% 99.65%
18/11/2024 0.41% 11.75 CHF 11.77 CHF 150,000 150,000 122,982 122,982 1,468,760 CHF 1,471,460 CHF 100.00% 100.00%
15/11/2024 0.40% 12.27 CHF 12.29 CHF 150,000 150,000 123,039 123,039 1,549,220 CHF 1,551,930 CHF 100.00% 100.00%
14/11/2024 0.43% 12.34 CHF 12.36 CHF 150,000 150,000 123,224 123,224 1,462,680 CHF 1,465,390 CHF 99.08% 99.08%
13/11/2024 0.46% 11.57 CHF 11.59 CHF 150,000 150,000 123,011 123,011 1,403,970 CHF 1,406,670 CHF 100.00% 100.00%
12/11/2024 0.49% 10.86 CHF 10.88 CHF 150,000 150,000 123,066 123,066 1,291,190 CHF 1,293,890 CHF 100.00% 100.00%
11/11/2024 0.52% 9.79 CHF 9.81 CHF 150,000 150,000 123,033 123,033 1,209,110 CHF 1,211,820 CHF 100.00% 100.00%
08/11/2024 0.51% 9.62 CHF 9.64 CHF 150,000 150,000 123,007 123,007 1,207,600 CHF 1,210,300 CHF 100.00% 100.00%
07/11/2024 0.76% 9.86 CHF 9.88 CHF 150,000 150,000 123,043 123,043 1,167,500 CHF 1,170,850 CHF 100.00% 100.00%

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