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 0.27% 6.92 CHF 6.93 CHF 30,000 30,000 14,833 14,074 97,565 CHF 92,921 CHF 89.66% 89.66%
12/11/2024 0.28% 6.33 CHF 6.34 CHF 30,000 30,000 14,842 14,084 94,185 CHF 89,640 CHF 89.49% 89.49%
11/11/2024 0.24% 6.99 CHF 7.00 CHF 30,000 30,000 15,071 14,325 107,034 CHF 101,869 CHF 85.45% 85.45%
08/11/2024 0.27% 6.48 CHF 6.49 CHF 30,000 30,000 14,828 14,069 96,382 CHF 91,657 CHF 89.76% 89.76%
07/11/2024 0.30% 6.40 CHF 6.41 CHF 30,000 30,000 14,828 14,069 89,572 CHF 85,352 CHF 89.75% 89.75%
06/11/2024 0.29% 5.73 CHF 5.74 CHF 30,000 30,000 14,878 14,122 87,202 CHF 82,852 CHF 88.82% 88.82%
05/11/2024 0.37% 5.34 CHF 5.35 CHF 30,000 30,000 22,421 14,085 107,749 CHF 69,235 CHF 89.47% 89.47%
04/11/2024 0.30% 4.82 CHF 4.83 CHF 30,000 30,000 25,603 20,767 123,105 CHF 100,162 CHF 47.81% 47.81%
01/11/2024 0.31% 4.84 CHF 4.85 CHF 30,000 30,000 16,899 16,243 86,846 CHF 83,510 CHF 99.05% 99.05%
31/10/2024 0.32% 5.20 CHF 5.21 CHF 30,000 30,000 16,850 16,192 89,684 CHF 86,507 CHF 99.76% 99.76%

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