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 0.81% 3.67 CHF 3.68 CHF 20,000 10,000 20,000 5,902 70,404 CHF 21,050 CHF 95.89% 95.89%
12/11/2024 0.83% 3.68 CHF 3.69 CHF 20,000 7,500 20,000 5,285 71,538 CHF 19,119 CHF 95.92% 95.92%
11/11/2024 0.93% 3.41 CHF 3.43 CHF 20,000 7,500 20,000 5,300 63,427 CHF 17,080 CHF 96.72% 96.72%
08/11/2024 1.05% 3.14 CHF 3.15 CHF 20,000 7,500 20,000 5,610 57,209 CHF 16,325 CHF 87.53% 87.53%
07/11/2024 1.18% 2.49 CHF 2.50 CHF 30,000 7,500 20,829 5,139 54,923 CHF 13,636 CHF 82.18% 82.18%
06/11/2024 0.83% 2.91 CHF 2.93 CHF 20,000 7,500 20,000 5,778 66,161 CHF 19,028 CHF 68.61% 68.61%
05/11/2024 1.18% 2.76 CHF 2.77 CHF 20,000 7,500 20,189 5,287 52,102 CHF 13,907 CHF 98.80% 98.80%
04/11/2024 1.06% 2.80 CHF 2.82 CHF 20,000 7,500 20,000 5,276 56,770 CHF 15,098 CHF 99.33% 99.33%
01/11/2024 0.90% 2.93 CHF 2.95 CHF 20,000 7,500 20,000 5,901 58,801 CHF 17,462 CHF 93.61% 93.61%
31/10/2024 0.88% 2.95 CHF 2.96 CHF 20,000 7,500 20,000 5,847 60,199 CHF 17,759 CHF 99.72% 99.72%

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