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% 11.77 CHF 11.79 CHF 150,000 150,000 123,021 123,021 1,469,350 CHF 1,472,050 CHF 100.00% 100.00%
19/11/2024 0.44% 11.66 CHF 11.68 CHF 150,000 150,000 122,864 122,864 1,410,960 CHF 1,413,660 CHF 99.64% 99.64%
18/11/2024 0.43% 11.21 CHF 11.23 CHF 150,000 150,000 123,026 123,026 1,402,620 CHF 1,405,320 CHF 100.00% 100.00%
15/11/2024 0.42% 11.72 CHF 11.74 CHF 150,000 150,000 123,039 123,039 1,482,470 CHF 1,485,170 CHF 100.00% 100.00%
14/11/2024 0.45% 11.80 CHF 11.82 CHF 150,000 150,000 123,224 123,224 1,395,800 CHF 1,398,500 CHF 99.08% 99.08%
13/11/2024 0.48% 11.03 CHF 11.05 CHF 150,000 150,000 123,007 123,007 1,337,620 CHF 1,340,320 CHF 100.00% 100.00%
12/11/2024 0.52% 10.32 CHF 10.34 CHF 150,000 150,000 123,067 123,067 1,224,970 CHF 1,227,670 CHF 100.00% 100.00%
11/11/2024 0.55% 9.26 CHF 9.28 CHF 150,000 150,000 123,033 123,033 1,143,030 CHF 1,145,730 CHF 100.00% 100.00%
08/11/2024 0.54% 9.08 CHF 9.10 CHF 150,000 150,000 123,007 123,007 1,142,120 CHF 1,144,820 CHF 100.00% 100.00%
07/11/2024 0.81% 9.32 CHF 9.34 CHF 150,000 150,000 123,041 123,041 1,101,770 CHF 1,105,110 CHF 100.00% 100.00%

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