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% 5.68 CHF 5.69 CHF 30,000 30,000 14,832 14,074 79,254 CHF 75,545 CHF 89.64% 89.64%
12/11/2024 0.35% 5.10 CHF 5.11 CHF 30,000 30,000 16,130 14,084 82,289 CHF 72,282 CHF 89.46% 89.46%
11/11/2024 0.29% 5.76 CHF 5.77 CHF 30,000 30,000 15,070 14,323 88,501 CHF 84,253 CHF 85.43% 85.43%
08/11/2024 0.33% 5.26 CHF 5.27 CHF 30,000 30,000 14,827 14,068 78,311 CHF 74,509 CHF 89.74% 89.74%
07/11/2024 0.38% 5.18 CHF 5.19 CHF 30,000 30,000 22,414 14,069 106,504 CHF 68,193 CHF 89.72% 89.72%
06/11/2024 0.36% 4.50 CHF 4.51 CHF 30,000 30,000 23,186 15,690 107,092 CHF 71,878 CHF 67.98% 67.98%
05/11/2024 0.50% 4.14 CHF 4.15 CHF 30,000 30,000 22,421 14,084 80,781 CHF 52,285 CHF 89.45% 89.45%
04/11/2024 0.40% 3.62 CHF 3.63 CHF 30,000 30,000 25,601 20,763 92,304 CHF 75,173 CHF 47.80% 47.80%
01/11/2024 0.40% 3.63 CHF 3.64 CHF 30,000 30,000 23,449 16,244 94,064 CHF 63,856 CHF 99.02% 99.02%
31/10/2024 0.41% 4.00 CHF 4.01 CHF 30,000 30,000 23,424 16,191 95,422 CHF 66,987 CHF 99.75% 99.75%

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