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 0.44% 11.22 CHF 11.24 CHF 150,000 150,000 123,022 123,022 1,402,080 CHF 1,404,780 CHF 100.00% 100.00%
19/11/2024 0.46% 11.12 CHF 11.14 CHF 150,000 150,000 122,964 122,964 1,345,170 CHF 1,347,870 CHF 100.00% 100.00%
18/11/2024 0.45% 10.66 CHF 10.68 CHF 150,000 150,000 122,982 122,982 1,334,740 CHF 1,337,440 CHF 100.00% 100.00%
15/11/2024 0.44% 11.17 CHF 11.19 CHF 150,000 150,000 123,039 123,039 1,415,000 CHF 1,417,710 CHF 100.00% 100.00%
14/11/2024 0.48% 11.25 CHF 11.27 CHF 150,000 150,000 123,257 123,257 1,328,560 CHF 1,331,270 CHF 99.20% 99.20%
13/11/2024 0.51% 10.49 CHF 10.51 CHF 150,000 150,000 123,010 123,010 1,270,610 CHF 1,273,310 CHF 100.00% 100.00%
12/11/2024 0.55% 9.77 CHF 9.79 CHF 150,000 150,000 123,067 123,067 1,157,990 CHF 1,160,700 CHF 100.00% 100.00%
11/11/2024 0.59% 8.71 CHF 8.73 CHF 150,000 150,000 123,033 123,033 1,076,240 CHF 1,078,950 CHF 100.00% 100.00%
08/11/2024 0.58% 8.54 CHF 8.56 CHF 150,000 150,000 123,007 123,007 1,075,920 CHF 1,078,620 CHF 100.00% 100.00%
07/11/2024 0.86% 8.79 CHF 8.81 CHF 150,000 150,000 123,041 123,041 1,035,380 CHF 1,038,720 CHF 100.00% 100.00%

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