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 8.64% 0.88 CHF 0.98 CHF 10,000 10,000 10,000 10,000 11,359 CHF 12,359 CHF 82.05% 82.05%
12/11/2024 4.85% 1.99 CHF 2.09 CHF 10,000 10,000 10,000 10,000 20,125 CHF 21,125 CHF 0.73% 0.73%
11/11/2024 4.91% 2.09 CHF 2.19 CHF 10,000 10,000 10,000 10,000 19,875 CHF 20,875 CHF 64.15% 64.15%
08/11/2024 5.17% 1.62 CHF 1.72 CHF 10,000 10,000 10,000 10,000 18,863 CHF 19,863 CHF 60.38% 60.38%
07/11/2024 4.77% 2.00 CHF 2.10 CHF 10,000 10,000 10,000 10,000 20,515 CHF 21,515 CHF 74.36% 74.36%
06/11/2024 5.15% 1.60 CHF 1.70 CHF 10,000 10,000 10,000 10,000 19,040 CHF 20,040 CHF 64.28% 64.28%
05/11/2024 5.09% 1.88 CHF 1.98 CHF 10,000 10,000 10,000 10,000 19,190 CHF 20,190 CHF 71.30% 71.30%
04/11/2024 3.95% 2.48 CHF 2.58 CHF 10,000 10,000 10,000 10,000 24,800 CHF 25,800 CHF 31.83% 31.83%
01/11/2024 4.23% 2.52 CHF 2.62 CHF 10,000 10,000 10,000 10,000 23,195 CHF 24,195 CHF 83.12% 83.12%
31/10/2024 4.16% 2.27 CHF 2.37 CHF 10,000 10,000 10,000 10,000 23,589 CHF 24,589 CHF 36.32% 36.32%

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