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% 6.40 CHF 6.41 CHF 30,000 30,000 14,832 14,074 89,850 CHF 85,600 CHF 89.65% 89.65%
12/11/2024 0.30% 5.81 CHF 5.82 CHF 30,000 30,000 14,842 14,084 86,491 CHF 82,338 CHF 89.48% 89.48%
11/11/2024 0.26% 6.48 CHF 6.49 CHF 30,000 30,000 15,070 14,324 99,230 CHF 94,451 CHF 85.44% 85.44%
08/11/2024 0.29% 5.97 CHF 5.98 CHF 30,000 30,000 14,827 14,068 88,774 CHF 84,438 CHF 89.75% 89.75%
07/11/2024 0.33% 5.89 CHF 5.90 CHF 30,000 30,000 14,827 14,069 81,964 CHF 78,133 CHF 89.73% 89.73%
06/11/2024 0.32% 5.21 CHF 5.22 CHF 30,000 30,000 14,878 14,122 79,548 CHF 75,587 CHF 88.81% 88.81%
05/11/2024 0.42% 4.84 CHF 4.85 CHF 30,000 30,000 22,421 14,084 96,413 CHF 62,108 CHF 89.46% 89.46%
04/11/2024 0.33% 4.31 CHF 4.32 CHF 30,000 30,000 25,602 20,764 110,151 CHF 89,651 CHF 47.81% 47.81%
01/11/2024 0.34% 4.33 CHF 4.34 CHF 30,000 30,000 20,497 16,244 95,670 CHF 75,241 CHF 99.03% 99.03%
31/10/2024 0.35% 4.70 CHF 4.71 CHF 30,000 30,000 23,425 16,192 111,783 CHF 78,295 CHF 99.75% 99.75%

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