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 0.30% 11.82 CHF 11.84 CHF 10,000 10,000 10,000 5,806 119,778 CHF 69,638 CHF 99.43% 99.43%
19/11/2024 0.31% 11.62 CHF 11.64 CHF 10,000 10,000 10,000 5,810 115,847 CHF 67,399 CHF 98.89% 98.89%
18/11/2024 0.30% 11.82 CHF 11.84 CHF 10,000 10,000 10,000 5,805 121,149 CHF 70,262 CHF 99.44% 99.44%
15/11/2024 0.30% 12.10 CHF 12.12 CHF 10,000 10,000 10,000 5,805 122,809 CHF 71,318 CHF 99.43% 99.43%
14/11/2024 0.27% 12.86 CHF 12.88 CHF 10,000 10,000 10,000 5,805 134,243 CHF 77,458 CHF 99.43% 99.43%
13/11/2024 0.27% 13.82 CHF 13.84 CHF 10,000 10,000 10,000 5,875 134,275 CHF 79,415 CHF 97.38% 97.38%
12/11/2024 0.27% 13.72 CHF 13.74 CHF 10,000 10,000 10,000 5,845 133,206 CHF 78,501 CHF 94.74% 94.74%
11/11/2024 0.31% 13.24 CHF 13.26 CHF 10,000 10,000 10,000 5,804 121,663 CHF 71,878 CHF 99.51% 99.51%
08/11/2024 0.35% 11.12 CHF 11.14 CHF 10,000 10,000 10,000 5,815 105,915 CHF 62,057 CHF 99.45% 99.45%
07/11/2024 0.35% 10.64 CHF 10.66 CHF 10,000 10,000 10,000 5,814 103,616 CHF 60,677 CHF 99.43% 99.43%

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