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% 6.32 CHF 6.33 CHF 30,000 30,000 14,833 14,074 88,643 CHF 84,454 CHF 89.66% 89.66%
12/11/2024 0.31% 5.73 CHF 5.74 CHF 30,000 30,000 14,842 14,084 85,264 CHF 81,174 CHF 89.49% 89.49%
11/11/2024 0.27% 6.39 CHF 6.40 CHF 30,000 30,000 15,071 14,324 97,998 CHF 93,280 CHF 85.44% 85.44%
08/11/2024 0.30% 5.89 CHF 5.90 CHF 30,000 30,000 14,827 14,069 87,566 CHF 83,292 CHF 89.75% 89.75%
07/11/2024 0.33% 5.81 CHF 5.82 CHF 30,000 30,000 14,828 14,069 80,751 CHF 76,983 CHF 89.75% 89.75%
06/11/2024 0.33% 5.13 CHF 5.14 CHF 30,000 30,000 14,878 14,122 78,336 CHF 74,437 CHF 88.82% 88.82%
05/11/2024 0.43% 4.76 CHF 4.77 CHF 30,000 30,000 22,416 14,074 94,566 CHF 60,916 CHF 89.41% 89.41%
04/11/2024 0.34% 4.23 CHF 4.24 CHF 30,000 30,000 25,603 20,767 108,077 CHF 87,975 CHF 47.80% 47.80%
01/11/2024 0.35% 4.25 CHF 4.26 CHF 30,000 30,000 23,449 16,243 108,586 CHF 73,919 CHF 99.05% 99.05%
31/10/2024 0.36% 4.61 CHF 4.62 CHF 30,000 30,000 23,425 16,192 109,884 CHF 76,983 CHF 99.75% 99.75%

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