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 14,832 14,074 91,543 CHF 87,206 CHF 89.64% 89.64%
12/11/2024 0.30% 5.93 CHF 5.94 CHF 30,000 30,000 14,842 14,084 88,170 CHF 83,932 CHF 89.47% 89.47%
11/11/2024 0.26% 6.59 CHF 6.60 CHF 30,000 30,000 15,070 14,324 100,925 CHF 96,062 CHF 85.44% 85.44%
08/11/2024 0.29% 6.08 CHF 6.09 CHF 30,000 30,000 14,827 14,068 90,439 CHF 86,017 CHF 89.75% 89.75%
07/11/2024 0.32% 6.00 CHF 6.01 CHF 30,000 30,000 14,827 14,069 83,623 CHF 79,708 CHF 89.73% 89.73%
06/11/2024 0.31% 5.32 CHF 5.33 CHF 30,000 30,000 14,878 14,122 81,221 CHF 77,175 CHF 88.80% 88.80%
05/11/2024 0.41% 4.95 CHF 4.96 CHF 30,000 30,000 22,421 14,084 98,899 CHF 63,670 CHF 89.45% 89.45%
04/11/2024 0.33% 4.42 CHF 4.43 CHF 30,000 30,000 25,602 20,763 112,985 CHF 91,948 CHF 47.80% 47.80%
01/11/2024 0.34% 4.44 CHF 4.45 CHF 30,000 30,000 19,066 16,244 90,675 CHF 77,049 CHF 99.03% 99.03%
31/10/2024 0.34% 4.81 CHF 4.82 CHF 30,000 30,000 23,287 16,192 113,686 CHF 80,089 CHF 99.75% 99.75%

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