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 0.31% 6.20 CHF 6.21 CHF 30,000 30,000 14,832 14,074 86,896 CHF 82,796 CHF 89.64% 89.64%
12/11/2024 0.31% 5.61 CHF 5.62 CHF 30,000 30,000 14,842 14,084 83,541 CHF 79,538 CHF 89.47% 89.47%
11/11/2024 0.27% 6.28 CHF 6.29 CHF 30,000 30,000 15,070 14,324 96,233 CHF 91,603 CHF 85.44% 85.44%
08/11/2024 0.30% 5.77 CHF 5.78 CHF 30,000 30,000 14,827 14,068 85,860 CHF 81,672 CHF 89.74% 89.74%
07/11/2024 0.34% 5.69 CHF 5.70 CHF 30,000 30,000 14,827 14,069 79,040 CHF 75,360 CHF 89.72% 89.72%
06/11/2024 0.33% 5.01 CHF 5.02 CHF 30,000 30,000 15,363 14,122 79,019 CHF 72,804 CHF 88.80% 88.80%
05/11/2024 0.44% 4.64 CHF 4.65 CHF 30,000 30,000 22,421 14,084 92,060 CHF 59,372 CHF 89.45% 89.45%
04/11/2024 0.35% 4.12 CHF 4.13 CHF 30,000 30,000 25,601 20,763 105,178 CHF 85,613 CHF 47.80% 47.80%
01/11/2024 0.36% 4.14 CHF 4.15 CHF 30,000 30,000 23,449 16,244 105,912 CHF 72,068 CHF 99.03% 99.03%
31/10/2024 0.37% 4.50 CHF 4.51 CHF 30,000 30,000 23,425 16,192 107,230 CHF 75,148 CHF 99.75% 99.75%

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