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 2.78% 0.31 CHF 0.34 CHF 170,000 75,000 145,204 51,583 51,582 CHF 18,822 CHF 74.95% 95.81%
12/11/2024 2.74% 0.34 CHF 0.35 CHF 150,000 75,000 133,445 52,730 51,856 CHF 20,914 CHF 99.44% 99.45%
11/11/2024 2.03% 0.57 CHF 0.58 CHF 90,000 75,000 92,261 52,685 51,795 CHF 30,258 CHF 99.61% 99.61%
08/11/2024 1.87% 0.64 CHF 0.65 CHF 80,000 25,000 88,804 24,866 54,569 CHF 15,572 CHF 58.82% 58.82%
07/11/2024 1.68% 0.72 CHF 0.73 CHF 75,000 75,000 80,627 51,162 52,246 CHF 34,185 CHF 88.19% 88.19%
06/11/2024 1.95% 0.55 CHF 0.56 CHF 100,000 75,000 100,357 36,796 52,937 CHF 19,814 CHF 90.03% 90.03%
05/11/2024 1.58% 0.69 CHF 0.70 CHF 80,000 75,000 78,502 53,474 54,952 CHF 37,958 CHF 96.63% 96.63%
04/11/2024 1.81% 0.70 CHF 0.71 CHF 80,000 75,000 79,979 36,065 53,577 CHF 24,720 CHF 91.84% 91.84%
01/11/2024 1.48% 0.72 CHF 0.73 CHF 75,000 75,000 76,005 41,922 54,455 CHF 30,569 CHF 99.72% 99.72%
31/10/2024 1.61% 0.68 CHF 0.69 CHF 80,000 75,000 80,000 41,939 52,336 CHF 28,037 CHF 99.72% 99.72%

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