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% 11.17 CHF 11.24 CHF 12,100 12,100 11,302 11,302 131,174 CHF 131,965 CHF 100.00% 100.00%
19/11/2024 0.64% 11.16 CHF 11.23 CHF 12,100 12,100 12,100 12,100 131,497 CHF 132,344 CHF 99.84% 99.84%
18/11/2024 0.62% 11.06 CHF 11.13 CHF 11,700 11,700 11,532 11,532 129,328 CHF 130,135 CHF 100.00% 100.00%
15/11/2024 0.60% 11.43 CHF 11.50 CHF 11,200 11,200 11,433 11,433 132,386 CHF 133,186 CHF 100.00% 100.00%
14/11/2024 0.62% 11.26 CHF 11.33 CHF 11,600 11,600 11,511 11,511 130,498 CHF 131,304 CHF 100.00% 100.00%
13/11/2024 0.62% 11.77 CHF 11.84 CHF 11,100 11,100 11,748 11,748 132,099 CHF 132,921 CHF 100.00% 100.00%
12/11/2024 0.60% 11.32 CHF 11.39 CHF 11,300 11,300 10,598 10,598 122,713 CHF 123,456 CHF 99.86% 99.86%
11/11/2024 0.56% 12.13 CHF 12.20 CHF 10,800 10,800 10,800 10,800 133,634 CHF 134,390 CHF 100.00% 100.00%
08/11/2024 0.59% 11.76 CHF 11.83 CHF 11,000 11,000 11,000 11,000 129,825 CHF 130,595 CHF 98.88% 98.88%
07/11/2024 0.60% 11.35 CHF 11.42 CHF 12,000 12,000 11,414 11,414 132,136 CHF 132,935 CHF 100.00% 100.00%

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