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 0.96% 3.07 CHF 3.09 CHF 20,000 10,000 20,000 5,922 58,445 CHF 17,582 CHF 95.35% 95.35%
12/11/2024 1.00% 3.08 CHF 3.10 CHF 20,000 7,500 20,000 5,284 59,618 CHF 15,965 CHF 96.05% 96.05%
11/11/2024 1.17% 2.82 CHF 2.83 CHF 20,000 7,500 21,610 5,298 55,503 CHF 13,927 CHF 96.80% 96.80%
08/11/2024 1.31% 2.55 CHF 2.56 CHF 20,000 7,500 28,907 5,610 65,380 CHF 13,024 CHF 87.57% 87.57%
07/11/2024 1.51% 1.90 CHF 1.91 CHF 30,000 7,500 30,000 5,138 61,614 CHF 10,603 CHF 82.24% 82.24%
06/11/2024 1.03% 2.32 CHF 2.34 CHF 30,000 7,500 21,910 5,615 59,379 CHF 15,356 CHF 86.84% 86.84%
05/11/2024 1.54% 2.17 CHF 2.19 CHF 30,000 7,500 30,000 5,285 60,001 CHF 10,832 CHF 98.94% 98.94%
04/11/2024 1.38% 2.22 CHF 2.24 CHF 30,000 7,500 30,000 5,275 67,699 CHF 12,031 CHF 99.43% 99.43%
01/11/2024 1.12% 2.35 CHF 2.36 CHF 30,000 7,500 30,000 5,900 70,716 CHF 14,019 CHF 93.74% 93.74%
31/10/2024 1.08% 2.37 CHF 2.38 CHF 30,000 7,500 29,484 5,847 71,578 CHF 14,361 CHF 99.76% 99.76%

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