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 0.34% 5.69 CHF 5.70 CHF 30,000 30,000 14,833 14,074 79,295 CHF 75,584 CHF 89.66% 89.66%
12/11/2024 0.35% 5.10 CHF 5.11 CHF 30,000 30,000 16,116 14,084 82,265 CHF 72,318 CHF 89.49% 89.49%
11/11/2024 0.29% 5.77 CHF 5.78 CHF 30,000 30,000 15,071 14,324 88,537 CHF 84,288 CHF 85.44% 85.44%
08/11/2024 0.33% 5.26 CHF 5.27 CHF 30,000 30,000 14,827 14,069 78,344 CHF 74,541 CHF 89.75% 89.75%
07/11/2024 0.38% 5.18 CHF 5.19 CHF 30,000 30,000 22,414 14,069 106,536 CHF 68,214 CHF 89.74% 89.74%
06/11/2024 0.36% 4.51 CHF 4.52 CHF 30,000 30,000 23,186 15,691 107,144 CHF 71,915 CHF 67.99% 67.99%
05/11/2024 0.50% 4.14 CHF 4.15 CHF 30,000 30,000 22,421 14,085 80,802 CHF 52,301 CHF 89.47% 89.47%
04/11/2024 0.40% 3.62 CHF 3.63 CHF 30,000 30,000 25,603 20,767 92,332 CHF 75,205 CHF 47.80% 47.80%
01/11/2024 0.40% 3.63 CHF 3.64 CHF 30,000 30,000 23,449 16,243 94,085 CHF 63,872 CHF 99.05% 99.05%
31/10/2024 0.41% 4.00 CHF 4.01 CHF 30,000 30,000 23,425 16,192 95,454 CHF 67,011 CHF 99.75% 99.75%

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