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% 6.62 CHF 6.63 CHF 30,000 30,000 14,833 14,074 93,147 CHF 88,729 CHF 89.66% 89.66%
12/11/2024 0.29% 6.03 CHF 6.04 CHF 30,000 30,000 14,842 14,084 89,775 CHF 85,455 CHF 89.49% 89.49%
11/11/2024 0.25% 6.70 CHF 6.71 CHF 30,000 30,000 15,071 14,324 102,558 CHF 97,614 CHF 85.44% 85.44%
08/11/2024 0.28% 6.19 CHF 6.20 CHF 30,000 30,000 14,827 14,069 92,015 CHF 87,513 CHF 89.75% 89.75%
07/11/2024 0.31% 6.11 CHF 6.12 CHF 30,000 30,000 14,828 14,069 85,209 CHF 81,212 CHF 89.74% 89.74%
06/11/2024 0.31% 5.43 CHF 5.44 CHF 30,000 30,000 14,878 14,122 82,811 CHF 78,684 CHF 88.81% 88.81%
05/11/2024 0.40% 5.05 CHF 5.06 CHF 30,000 30,000 22,421 14,085 101,228 CHF 65,136 CHF 89.47% 89.47%
04/11/2024 0.32% 4.53 CHF 4.54 CHF 30,000 30,000 25,603 20,767 115,663 CHF 94,127 CHF 47.80% 47.80%
01/11/2024 0.33% 4.55 CHF 4.56 CHF 30,000 30,000 18,277 16,243 88,713 CHF 78,758 CHF 99.05% 99.05%
31/10/2024 0.34% 4.91 CHF 4.92 CHF 30,000 30,000 22,395 16,192 111,637 CHF 81,790 CHF 99.75% 99.75%

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