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 2.34% 0.39 CHF 0.40 CHF 130,000 75,000 122,151 53,402 52,618 CHF 23,482 CHF 97.13% 97.13%
12/11/2024 2.24% 0.42 CHF 0.43 CHF 120,000 75,000 110,147 52,717 52,126 CHF 25,363 CHF 99.53% 99.53%
11/11/2024 1.66% 0.65 CHF 0.66 CHF 80,000 75,000 80,220 52,675 51,821 CHF 34,666 CHF 99.68% 99.68%
08/11/2024 1.55% 0.72 CHF 0.73 CHF 70,000 25,000 79,173 24,866 55,272 CHF 17,634 CHF 58.92% 58.92%
07/11/2024 1.53% 0.80 CHF 0.81 CHF 75,000 75,000 73,633 51,155 53,884 CHF 38,446 CHF 88.28% 88.28%
06/11/2024 1.73% 0.64 CHF 0.65 CHF 80,000 75,000 87,752 36,774 53,599 CHF 22,881 CHF 90.18% 90.18%
05/11/2024 1.39% 0.77 CHF 0.78 CHF 75,000 75,000 71,104 53,493 55,663 CHF 42,392 CHF 96.64% 96.64%
04/11/2024 1.49% 0.78 CHF 0.79 CHF 75,000 75,000 71,156 35,998 53,589 CHF 27,629 CHF 92.39% 92.39%
01/11/2024 1.33% 0.80 CHF 0.81 CHF 75,000 75,000 71,692 41,916 57,297 CHF 34,015 CHF 99.75% 99.75%
31/10/2024 1.43% 0.76 CHF 0.77 CHF 75,000 75,000 71,693 41,933 52,829 CHF 31,489 CHF 99.76% 99.76%

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