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% 6.01 CHF 6.02 CHF 30,000 30,000 14,833 14,074 84,130 CHF 80,172 CHF 89.65% 89.65%
12/11/2024 0.33% 5.43 CHF 5.44 CHF 30,000 30,000 14,842 14,084 80,762 CHF 76,902 CHF 89.48% 89.48%
11/11/2024 0.28% 6.09 CHF 6.10 CHF 30,000 30,000 15,071 14,324 93,429 CHF 88,938 CHF 85.44% 85.44%
08/11/2024 0.31% 5.58 CHF 5.59 CHF 30,000 30,000 14,827 14,068 83,112 CHF 79,065 CHF 89.75% 89.75%
07/11/2024 0.35% 5.51 CHF 5.52 CHF 30,000 30,000 21,051 14,069 106,930 CHF 72,751 CHF 89.74% 89.74%
06/11/2024 0.34% 4.83 CHF 4.84 CHF 30,000 30,000 16,007 14,798 79,602 CHF 73,671 CHF 78.45% 78.45%
05/11/2024 0.46% 4.46 CHF 4.47 CHF 30,000 30,000 22,421 14,084 87,947 CHF 56,787 CHF 89.46% 89.46%
04/11/2024 0.37% 3.94 CHF 3.95 CHF 30,000 30,000 25,603 20,767 100,482 CHF 81,817 CHF 47.80% 47.80%
01/11/2024 0.37% 3.95 CHF 3.96 CHF 30,000 30,000 23,449 16,244 101,587 CHF 69,071 CHF 99.04% 99.04%
31/10/2024 0.38% 4.32 CHF 4.33 CHF 30,000 30,000 23,425 16,192 102,914 CHF 72,167 CHF 99.75% 99.75%

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