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 0.28% 6.74 CHF 6.75 CHF 30,000 30,000 14,833 14,074 94,821 CHF 90,316 CHF 89.66% 89.66%
12/11/2024 0.29% 6.15 CHF 6.16 CHF 30,000 30,000 14,842 14,084 91,443 CHF 87,037 CHF 89.49% 89.49%
11/11/2024 0.25% 6.81 CHF 6.82 CHF 30,000 30,000 15,071 14,325 104,245 CHF 99,218 CHF 85.45% 85.45%
08/11/2024 0.28% 6.30 CHF 6.31 CHF 30,000 30,000 14,827 14,069 93,666 CHF 89,080 CHF 89.76% 89.76%
07/11/2024 0.31% 6.22 CHF 6.23 CHF 30,000 30,000 14,828 14,069 86,860 CHF 82,779 CHF 89.75% 89.75%
06/11/2024 0.30% 5.54 CHF 5.55 CHF 30,000 30,000 14,878 14,122 84,472 CHF 80,261 CHF 88.82% 88.82%
05/11/2024 0.39% 5.16 CHF 5.17 CHF 30,000 30,000 22,421 14,085 103,691 CHF 66,685 CHF 89.47% 89.47%
04/11/2024 0.31% 4.64 CHF 4.65 CHF 30,000 30,000 25,603 20,767 118,476 CHF 96,409 CHF 47.81% 47.81%
01/11/2024 0.32% 4.66 CHF 4.67 CHF 30,000 30,000 16,949 16,244 84,023 CHF 80,555 CHF 99.05% 99.05%
31/10/2024 0.33% 5.02 CHF 5.03 CHF 30,000 30,000 21,662 16,192 110,393 CHF 83,575 CHF 99.76% 99.76%

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