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 0.08% 12.45 CHF 12.46 CHF 100,000 100,000 100,000 100,000 1,279,540 CHF 1,280,540 CHF 99.27% 99.27%
19/11/2024 0.08% 12.56 CHF 12.57 CHF 100,000 100,000 100,000 100,000 1,240,380 CHF 1,241,380 CHF 98.84% 98.84%
18/11/2024 0.08% 12.65 CHF 12.66 CHF 100,000 100,000 100,000 100,000 1,249,020 CHF 1,250,020 CHF 99.07% 99.07%
15/11/2024 0.08% 12.53 CHF 12.54 CHF 100,000 100,000 100,000 100,000 1,281,720 CHF 1,282,720 CHF 97.94% 97.94%
14/11/2024 0.07% 13.40 CHF 13.41 CHF 100,000 100,000 100,000 100,000 1,353,610 CHF 1,354,610 CHF 97.61% 97.61%
13/11/2024 0.07% 13.45 CHF 13.46 CHF 100,000 100,000 100,000 100,000 1,334,850 CHF 1,335,850 CHF 98.92% 98.92%
12/11/2024 0.07% 13.41 CHF 13.42 CHF 100,000 100,000 100,000 100,000 1,348,230 CHF 1,349,230 CHF 99.39% 99.39%
11/11/2024 0.07% 13.58 CHF 13.59 CHF 100,000 100,000 100,000 100,000 1,360,510 CHF 1,361,510 CHF 98.61% 98.61%
08/11/2024 0.08% 13.35 CHF 13.36 CHF 100,000 100,000 100,000 100,000 1,316,830 CHF 1,317,830 CHF 99.35% 99.35%
07/11/2024 0.08% 13.05 CHF 13.06 CHF 100,000 100,000 100,000 100,000 1,294,370 CHF 1,295,370 CHF 95.56% 95.56%

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