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 3.22% 0.72 CHF 0.74 CHF 70,000 10,000 64,044 5,926 54,401 CHF 5,112 CHF 95.21% 95.21%
12/11/2024 3.56% 0.71 CHF 0.73 CHF 80,000 7,500 69,660 5,285 55,442 CHF 4,308 CHF 95.94% 95.94%
11/11/2024 2.41% 0.97 CHF 0.99 CHF 60,000 7,500 47,899 5,299 56,994 CHF 6,373 CHF 96.74% 96.74%
08/11/2024 1.94% 1.24 CHF 1.26 CHF 50,000 7,500 40,645 5,610 60,456 CHF 8,427 CHF 87.54% 87.54%
07/11/2024 1.84% 1.87 CHF 1.89 CHF 30,000 7,500 31,312 5,139 53,440 CHF 9,061 CHF 82.19% 82.19%
06/11/2024 2.83% 1.47 CHF 1.48 CHF 40,000 7,500 54,374 5,778 55,726 CHF 6,532 CHF 68.63% 68.63%
05/11/2024 1.76% 1.57 CHF 1.59 CHF 40,000 7,500 32,053 5,286 54,891 CHF 9,168 CHF 98.83% 98.83%
04/11/2024 2.03% 1.52 CHF 1.53 CHF 40,000 7,500 40,000 5,276 58,742 CHF 7,929 CHF 99.35% 99.35%
01/11/2024 1.94% 1.43 CHF 1.44 CHF 40,000 7,500 40,000 5,901 55,897 CHF 8,447 CHF 93.63% 93.63%
31/10/2024 2.03% 1.39 CHF 1.41 CHF 40,000 7,500 40,359 5,847 53,105 CHF 7,841 CHF 99.73% 99.73%

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