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 1.11% 2.69 CHF 2.71 CHF 20,000 10,000 23,570 5,912 59,696 CHF 15,319 CHF 95.60% 95.60%
12/11/2024 1.13% 2.70 CHF 2.72 CHF 20,000 7,500 20,000 5,285 52,072 CHF 13,973 CHF 95.94% 95.94%
11/11/2024 1.34% 2.44 CHF 2.46 CHF 30,000 7,500 30,000 5,299 66,008 CHF 11,932 CHF 96.74% 96.74%
08/11/2024 1.60% 2.17 CHF 2.19 CHF 30,000 7,500 30,000 5,610 56,921 CHF 10,922 CHF 87.54% 87.54%
07/11/2024 1.84% 1.52 CHF 1.54 CHF 40,000 7,500 32,899 5,139 54,906 CHF 8,671 CHF 82.19% 82.19%
06/11/2024 1.16% 1.95 CHF 1.96 CHF 30,000 7,500 27,378 5,778 63,595 CHF 13,438 CHF 68.63% 68.63%
05/11/2024 1.92% 1.80 CHF 1.82 CHF 30,000 7,500 37,910 5,286 61,326 CHF 8,871 CHF 98.83% 98.83%
04/11/2024 1.64% 1.85 CHF 1.87 CHF 30,000 7,500 30,000 5,276 56,527 CHF 10,068 CHF 99.35% 99.35%
01/11/2024 1.34% 1.97 CHF 1.99 CHF 30,000 7,500 30,000 5,901 59,445 CHF 11,805 CHF 93.64% 93.64%
31/10/2024 1.32% 1.99 CHF 2.01 CHF 30,000 7,500 30,000 5,847 61,630 CHF 12,175 CHF 99.73% 99.73%

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