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 0.98% 1.09 CHF 1.10 CHF 50,000 1,000 50,000 1,000 52,225 CHF 1,055 CHF 91.63% 91.63%
12/11/2024 1.02% 1.05 CHF 1.06 CHF 50,000 1,000 53,665 1,000 53,758 CHF 1,013 CHF 99.44% 99.44%
11/11/2024 1.23% 0.82 CHF 0.83 CHF 70,000 1,000 68,332 1,000 56,483 CHF 837 CHF 99.61% 99.61%
08/11/2024 1.30% 0.75 CHF 0.76 CHF 70,000 1,000 70,124 1,000 53,640 CHF 775 CHF 58.80% 58.80%
07/11/2024 1.39% 0.66 CHF 0.67 CHF 80,000 1,000 71,845 1,000 52,706 CHF 746 CHF 88.18% 88.18%
06/11/2024 1.21% 0.83 CHF 0.84 CHF 70,000 1,000 61,271 1,000 52,563 CHF 869 CHF 90.02% 90.02%
05/11/2024 1.55% 0.68 CHF 0.69 CHF 80,000 1,000 80,008 1,000 53,273 CHF 676 CHF 96.48% 96.59%
04/11/2024 1.54% 0.67 CHF 0.68 CHF 80,000 1,000 79,971 1,000 55,783 CHF 708 CHF 91.78% 91.78%
01/11/2024 1.55% 0.66 CHF 0.67 CHF 80,000 1,000 80,114 1,000 52,918 CHF 671 CHF 99.72% 99.72%
31/10/2024 1.46% 0.70 CHF 0.71 CHF 80,000 1,000 73,990 1,000 53,117 CHF 729 CHF 99.72% 99.72%

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