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 0.36% 5.30 CHF 5.31 CHF 30,000 30,000 22,416 14,074 109,773 CHF 70,106 CHF 89.63% 89.63%
12/11/2024 0.38% 4.71 CHF 4.72 CHF 30,000 30,000 22,421 14,084 105,463 CHF 66,855 CHF 89.45% 89.45%
11/11/2024 0.31% 5.38 CHF 5.39 CHF 30,000 30,000 15,070 14,323 82,690 CHF 78,730 CHF 85.43% 85.43%
08/11/2024 0.36% 4.88 CHF 4.89 CHF 30,000 30,000 21,671 14,068 106,130 CHF 69,141 CHF 89.74% 89.74%
07/11/2024 0.41% 4.80 CHF 4.81 CHF 30,000 30,000 22,414 14,069 97,940 CHF 62,820 CHF 89.71% 89.71%
06/11/2024 0.39% 4.12 CHF 4.13 CHF 30,000 30,000 23,186 15,690 98,215 CHF 65,869 CHF 67.98% 67.98%
05/11/2024 0.56% 3.76 CHF 3.77 CHF 30,000 30,000 22,421 14,084 72,332 CHF 46,975 CHF 89.44% 89.44%
04/11/2024 0.45% 3.24 CHF 3.25 CHF 30,000 30,000 25,601 20,762 82,654 CHF 67,345 CHF 47.80% 47.80%
01/11/2024 0.44% 3.25 CHF 3.26 CHF 30,000 30,000 23,449 16,243 85,169 CHF 57,693 CHF 99.02% 99.02%
31/10/2024 0.46% 3.62 CHF 3.63 CHF 30,000 30,000 23,424 16,191 86,581 CHF 60,876 CHF 99.75% 99.75%

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