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 0.33% 5.82 CHF 5.83 CHF 30,000 30,000 14,833 14,074 81,221 CHF 77,411 CHF 89.66% 89.66%
12/11/2024 0.34% 5.23 CHF 5.24 CHF 30,000 30,000 14,842 14,084 77,851 CHF 74,139 CHF 89.49% 89.49%
11/11/2024 0.29% 5.89 CHF 5.90 CHF 30,000 30,000 15,071 14,325 90,491 CHF 86,145 CHF 85.45% 85.45%
08/11/2024 0.32% 5.39 CHF 5.40 CHF 30,000 30,000 14,827 14,069 80,241 CHF 76,341 CHF 89.75% 89.75%
07/11/2024 0.37% 5.31 CHF 5.32 CHF 30,000 30,000 22,414 14,069 109,418 CHF 70,021 CHF 89.75% 89.75%
06/11/2024 0.36% 4.63 CHF 4.64 CHF 30,000 30,000 19,750 14,169 94,540 CHF 67,666 CHF 88.01% 88.01%
05/11/2024 0.48% 4.27 CHF 4.28 CHF 30,000 30,000 22,421 14,085 83,656 CHF 54,092 CHF 89.47% 89.47%
04/11/2024 0.39% 3.74 CHF 3.75 CHF 30,000 30,000 25,603 20,767 95,581 CHF 77,842 CHF 47.81% 47.81%
01/11/2024 0.39% 3.76 CHF 3.77 CHF 30,000 30,000 23,449 16,244 97,073 CHF 65,942 CHF 99.05% 99.05%
31/10/2024 0.40% 4.13 CHF 4.14 CHF 30,000 30,000 23,425 16,192 98,430 CHF 69,067 CHF 99.76% 99.76%

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