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
13/11/2024 0.31% 6.05 CHF 6.06 CHF 30,000 30,000 14,832 14,074 84,705 CHF 80,718 CHF 89.64% 89.64%
12/11/2024 0.32% 5.47 CHF 5.48 CHF 30,000 30,000 14,842 14,084 81,339 CHF 77,449 CHF 89.47% 89.47%
11/11/2024 0.28% 6.13 CHF 6.14 CHF 30,000 30,000 15,070 14,324 94,007 CHF 89,487 CHF 85.44% 85.44%
08/11/2024 0.31% 5.62 CHF 5.63 CHF 30,000 30,000 14,827 14,068 83,690 CHF 79,614 CHF 89.74% 89.74%
07/11/2024 0.35% 5.55 CHF 5.56 CHF 30,000 30,000 18,816 14,069 96,542 CHF 73,297 CHF 89.73% 89.73%
06/11/2024 0.33% 4.87 CHF 4.88 CHF 30,000 30,000 15,945 14,798 79,916 CHF 74,245 CHF 78.44% 78.44%
05/11/2024 0.45% 4.50 CHF 4.51 CHF 30,000 30,000 22,421 14,084 88,824 CHF 57,338 CHF 89.45% 89.45%
04/11/2024 0.36% 3.98 CHF 3.99 CHF 30,000 30,000 25,602 20,763 101,476 CHF 82,614 CHF 47.80% 47.80%
01/11/2024 0.37% 3.99 CHF 4.00 CHF 30,000 30,000 23,449 16,244 102,509 CHF 69,707 CHF 99.03% 99.03%
31/10/2024 0.38% 4.36 CHF 4.37 CHF 30,000 30,000 23,425 16,192 103,830 CHF 72,798 CHF 99.75% 99.75%

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