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 0.35% 5.56 CHF 5.57 CHF 30,000 30,000 15,085 14,074 78,638 CHF 73,769 CHF 89.66% 89.66%
12/11/2024 0.36% 4.97 CHF 4.98 CHF 30,000 30,000 22,322 14,084 110,787 CHF 70,509 CHF 89.50% 89.50%
11/11/2024 0.30% 5.64 CHF 5.65 CHF 30,000 30,000 15,071 14,325 86,599 CHF 82,446 CHF 85.45% 85.45%
08/11/2024 0.34% 5.13 CHF 5.14 CHF 30,000 30,000 14,834 14,069 76,487 CHF 72,748 CHF 89.76% 89.76%
07/11/2024 0.39% 5.06 CHF 5.07 CHF 30,000 30,000 22,414 14,069 103,682 CHF 66,424 CHF 89.75% 89.75%
06/11/2024 0.37% 4.38 CHF 4.39 CHF 30,000 30,000 23,186 15,691 104,185 CHF 69,913 CHF 67.99% 67.99%
05/11/2024 0.52% 4.01 CHF 4.02 CHF 30,000 30,000 22,421 14,085 77,990 CHF 50,534 CHF 89.47% 89.47%
04/11/2024 0.41% 3.49 CHF 3.50 CHF 30,000 30,000 25,603 20,767 89,125 CHF 72,604 CHF 47.81% 47.81%
01/11/2024 0.41% 3.50 CHF 3.51 CHF 30,000 30,000 23,449 16,243 91,121 CHF 61,818 CHF 99.05% 99.05%
31/10/2024 0.43% 3.87 CHF 3.88 CHF 30,000 30,000 23,425 16,192 92,516 CHF 64,979 CHF 99.76% 99.76%

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