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% 5.55 CHF 5.56 CHF 30,000 30,000 15,288 14,074 79,542 CHF 73,668 CHF 89.64% 89.64%
12/11/2024 0.36% 4.97 CHF 4.98 CHF 30,000 30,000 22,390 14,084 110,962 CHF 70,409 CHF 89.47% 89.47%
11/11/2024 0.30% 5.63 CHF 5.64 CHF 30,000 30,000 15,070 14,324 86,499 CHF 82,351 CHF 85.44% 85.44%
08/11/2024 0.34% 5.13 CHF 5.14 CHF 30,000 30,000 14,844 14,068 76,447 CHF 72,660 CHF 89.75% 89.75%
07/11/2024 0.39% 5.05 CHF 5.06 CHF 30,000 30,000 22,414 14,069 103,557 CHF 66,343 CHF 89.73% 89.73%
06/11/2024 0.37% 4.37 CHF 4.38 CHF 30,000 30,000 23,186 15,690 104,030 CHF 69,807 CHF 67.98% 67.98%
05/11/2024 0.52% 4.01 CHF 4.02 CHF 30,000 30,000 22,421 14,084 77,864 CHF 50,453 CHF 89.45% 89.45%
04/11/2024 0.41% 3.49 CHF 3.50 CHF 30,000 30,000 25,602 20,763 88,975 CHF 72,474 CHF 47.80% 47.80%
01/11/2024 0.42% 3.50 CHF 3.51 CHF 30,000 30,000 23,449 16,244 90,998 CHF 61,731 CHF 99.03% 99.03%
31/10/2024 0.43% 3.87 CHF 3.88 CHF 30,000 30,000 23,425 16,192 92,371 CHF 64,879 CHF 99.75% 99.75%

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