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 0.37% 5.17 CHF 5.18 CHF 30,000 30,000 22,416 14,074 106,959 CHF 68,337 CHF 89.66% 89.66%
12/11/2024 0.39% 4.59 CHF 4.60 CHF 30,000 30,000 22,421 14,084 102,627 CHF 65,073 CHF 89.49% 89.49%
11/11/2024 0.32% 5.25 CHF 5.26 CHF 30,000 30,000 14,855 14,097 79,695 CHF 75,768 CHF 89.26% 89.26%
08/11/2024 0.37% 4.75 CHF 4.76 CHF 30,000 30,000 22,414 14,069 107,068 CHF 67,387 CHF 89.76% 89.76%
07/11/2024 0.42% 4.68 CHF 4.69 CHF 30,000 30,000 22,414 14,069 95,120 CHF 61,055 CHF 89.75% 89.75%
06/11/2024 0.40% 4.00 CHF 4.01 CHF 30,000 30,000 23,186 15,691 95,321 CHF 63,915 CHF 67.99% 67.99%
05/11/2024 0.58% 3.64 CHF 3.65 CHF 30,000 30,000 22,421 14,085 69,552 CHF 45,230 CHF 89.47% 89.47%
04/11/2024 0.46% 3.12 CHF 3.13 CHF 30,000 30,000 25,603 20,767 79,487 CHF 64,788 CHF 47.81% 47.81%
01/11/2024 0.46% 3.12 CHF 3.13 CHF 30,000 30,000 23,449 16,244 82,250 CHF 55,670 CHF 99.05% 99.05%
31/10/2024 0.47% 3.50 CHF 3.51 CHF 30,000 30,000 23,425 16,192 83,677 CHF 58,870 CHF 99.76% 99.76%

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