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 0.29% 6.51 CHF 6.52 CHF 30,000 30,000 14,833 14,074 91,515 CHF 87,179 CHF 89.65% 89.65%
12/11/2024 0.30% 5.92 CHF 5.93 CHF 30,000 30,000 14,842 14,084 88,145 CHF 83,907 CHF 89.49% 89.49%
11/11/2024 0.26% 6.59 CHF 6.60 CHF 30,000 30,000 15,071 14,324 100,903 CHF 96,041 CHF 85.44% 85.44%
08/11/2024 0.29% 6.08 CHF 6.09 CHF 30,000 30,000 14,827 14,069 90,401 CHF 85,982 CHF 89.75% 89.75%
07/11/2024 0.32% 6.00 CHF 6.01 CHF 30,000 30,000 14,828 14,069 83,594 CHF 79,681 CHF 89.74% 89.74%
06/11/2024 0.31% 5.32 CHF 5.33 CHF 30,000 30,000 14,878 14,122 81,189 CHF 77,145 CHF 88.81% 88.81%
05/11/2024 0.41% 4.95 CHF 4.96 CHF 30,000 30,000 22,421 14,084 98,834 CHF 63,629 CHF 89.46% 89.46%
04/11/2024 0.33% 4.42 CHF 4.43 CHF 30,000 30,000 25,603 20,767 112,917 CHF 91,900 CHF 47.80% 47.80%
01/11/2024 0.34% 4.44 CHF 4.45 CHF 30,000 30,000 19,080 16,244 90,701 CHF 77,008 CHF 99.04% 99.04%
31/10/2024 0.34% 4.80 CHF 4.81 CHF 30,000 30,000 23,305 16,192 113,719 CHF 80,049 CHF 99.75% 99.75%

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