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
25/11/2024 0.41% 12.45 CHF 12.47 CHF 150,000 150,000 122,959 122,959 1,519,820 CHF 1,522,530 CHF 100.00% 100.00%
22/11/2024 0.42% 12.79 CHF 12.81 CHF 150,000 150,000 122,976 122,976 1,512,700 CHF 1,515,410 CHF 100.00% 100.00%
20/11/2024 0.44% 11.41 CHF 11.43 CHF 150,000 150,000 123,022 123,022 1,424,530 CHF 1,427,230 CHF 100.00% 100.00%
19/11/2024 0.46% 11.30 CHF 11.32 CHF 150,000 150,000 122,869 122,869 1,366,380 CHF 1,369,080 CHF 99.66% 99.66%
18/11/2024 0.44% 10.84 CHF 10.86 CHF 150,000 150,000 122,982 122,982 1,357,200 CHF 1,359,910 CHF 100.00% 100.00%
15/11/2024 0.43% 11.36 CHF 11.38 CHF 150,000 150,000 123,042 123,042 1,437,520 CHF 1,440,230 CHF 100.00% 100.00%
14/11/2024 0.47% 11.43 CHF 11.45 CHF 150,000 150,000 123,224 123,224 1,350,650 CHF 1,353,360 CHF 99.08% 99.08%
13/11/2024 0.50% 10.67 CHF 10.69 CHF 150,000 150,000 123,009 123,009 1,292,940 CHF 1,295,640 CHF 100.00% 100.00%
12/11/2024 0.54% 9.95 CHF 9.97 CHF 150,000 150,000 123,066 123,066 1,180,300 CHF 1,183,010 CHF 100.00% 100.00%
11/11/2024 0.57% 8.89 CHF 8.91 CHF 150,000 150,000 123,014 123,014 1,098,330 CHF 1,101,040 CHF 100.00% 100.00%

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