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 14,832 14,074 94,858 CHF 90,351 CHF 89.64% 89.64%
12/11/2024 0.29% 6.15 CHF 6.16 CHF 30,000 30,000 14,842 14,084 91,479 CHF 87,071 CHF 89.47% 89.47%
11/11/2024 0.25% 6.81 CHF 6.82 CHF 30,000 30,000 15,070 14,324 104,285 CHF 99,255 CHF 85.44% 85.44%
08/11/2024 0.28% 6.30 CHF 6.31 CHF 30,000 30,000 14,827 14,068 93,711 CHF 89,122 CHF 89.74% 89.74%
07/11/2024 0.31% 6.22 CHF 6.23 CHF 30,000 30,000 14,827 14,069 86,899 CHF 82,816 CHF 89.72% 89.72%
06/11/2024 0.30% 5.54 CHF 5.55 CHF 30,000 30,000 14,878 14,122 84,515 CHF 80,302 CHF 88.80% 88.80%
05/11/2024 0.39% 5.17 CHF 5.18 CHF 30,000 30,000 22,421 14,084 103,788 CHF 66,742 CHF 89.45% 89.45%
04/11/2024 0.31% 4.64 CHF 4.65 CHF 30,000 30,000 25,601 20,763 118,566 CHF 96,472 CHF 47.80% 47.80%
01/11/2024 0.32% 4.66 CHF 4.67 CHF 30,000 30,000 16,939 16,244 84,033 CHF 80,613 CHF 99.03% 99.03%
31/10/2024 0.33% 5.02 CHF 5.03 CHF 30,000 30,000 21,653 16,192 110,424 CHF 83,628 CHF 99.75% 99.75%

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