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 0.30% 6.28 CHF 6.29 CHF 30,000 30,000 14,832 14,074 88,134 CHF 83,971 CHF 89.64% 89.64%
12/11/2024 0.31% 5.70 CHF 5.71 CHF 30,000 30,000 14,842 14,084 84,764 CHF 80,700 CHF 89.46% 89.46%
11/11/2024 0.27% 6.36 CHF 6.37 CHF 30,000 30,000 15,070 14,323 97,475 CHF 92,783 CHF 85.43% 85.43%
08/11/2024 0.30% 5.85 CHF 5.86 CHF 30,000 30,000 14,827 14,068 87,072 CHF 82,822 CHF 89.74% 89.74%
07/11/2024 0.33% 5.77 CHF 5.78 CHF 30,000 30,000 14,827 14,069 80,253 CHF 76,511 CHF 89.72% 89.72%
06/11/2024 0.33% 5.10 CHF 5.11 CHF 30,000 30,000 14,892 14,122 77,908 CHF 73,963 CHF 88.80% 88.80%
05/11/2024 0.43% 4.72 CHF 4.73 CHF 30,000 30,000 22,421 14,084 93,870 CHF 60,509 CHF 89.45% 89.45%
04/11/2024 0.34% 4.20 CHF 4.21 CHF 30,000 30,000 25,601 20,763 107,247 CHF 87,290 CHF 47.80% 47.80%
01/11/2024 0.35% 4.22 CHF 4.23 CHF 30,000 30,000 23,449 16,244 107,815 CHF 73,386 CHF 99.02% 99.02%
31/10/2024 0.36% 4.58 CHF 4.59 CHF 30,000 30,000 23,425 16,191 109,128 CHF 76,458 CHF 99.75% 99.75%

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