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 0.32% 5.89 CHF 5.90 CHF 30,000 30,000 14,832 14,074 82,256 CHF 78,394 CHF 89.65% 89.65%
12/11/2024 0.33% 5.30 CHF 5.31 CHF 30,000 30,000 14,842 14,084 78,889 CHF 75,125 CHF 89.48% 89.48%
11/11/2024 0.28% 5.96 CHF 5.97 CHF 30,000 30,000 15,071 14,324 91,540 CHF 87,142 CHF 85.44% 85.44%
08/11/2024 0.32% 5.46 CHF 5.47 CHF 30,000 30,000 14,827 14,068 81,272 CHF 77,319 CHF 89.75% 89.75%
07/11/2024 0.36% 5.38 CHF 5.39 CHF 30,000 30,000 22,414 14,069 110,983 CHF 71,002 CHF 89.73% 89.73%
06/11/2024 0.35% 4.70 CHF 4.71 CHF 30,000 30,000 18,456 14,169 89,420 CHF 68,652 CHF 88.00% 88.00%
05/11/2024 0.47% 4.34 CHF 4.35 CHF 30,000 30,000 22,421 14,084 85,207 CHF 55,067 CHF 89.46% 89.46%
04/11/2024 0.38% 3.81 CHF 3.82 CHF 30,000 30,000 25,602 20,764 97,352 CHF 79,271 CHF 47.81% 47.81%
01/11/2024 0.38% 3.83 CHF 3.84 CHF 30,000 30,000 23,449 16,244 98,704 CHF 67,072 CHF 99.04% 99.04%
31/10/2024 0.39% 4.19 CHF 4.20 CHF 30,000 30,000 23,425 16,192 100,057 CHF 70,190 CHF 99.75% 99.75%

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