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 3.14% 0.74 CHF 0.76 CHF 70,000 10,000 62,763 5,924 54,588 CHF 5,228 CHF 95.29% 95.29%
12/11/2024 3.48% 0.73 CHF 0.75 CHF 70,000 7,500 65,024 5,284 52,983 CHF 4,412 CHF 96.04% 96.04%
11/11/2024 2.39% 0.99 CHF 1.01 CHF 60,000 7,500 45,159 5,298 54,567 CHF 6,477 CHF 96.79% 96.79%
08/11/2024 1.92% 1.26 CHF 1.28 CHF 40,000 7,500 40,372 5,610 60,841 CHF 8,536 CHF 87.56% 87.56%
07/11/2024 1.82% 1.89 CHF 1.91 CHF 30,000 7,500 31,138 5,139 53,763 CHF 9,162 CHF 82.24% 82.24%
06/11/2024 2.92% 1.49 CHF 1.50 CHF 40,000 7,500 54,501 5,615 55,642 CHF 6,276 CHF 86.82% 86.82%
05/11/2024 1.75% 1.59 CHF 1.60 CHF 40,000 7,500 32,007 5,285 55,436 CHF 9,269 CHF 98.93% 98.93%
04/11/2024 2.03% 1.53 CHF 1.55 CHF 40,000 7,500 40,000 5,275 59,510 CHF 8,031 CHF 99.42% 99.42%
01/11/2024 1.89% 1.45 CHF 1.46 CHF 40,000 7,500 40,000 5,900 56,683 CHF 8,560 CHF 93.73% 93.73%
31/10/2024 1.99% 1.41 CHF 1.43 CHF 40,000 7,500 40,187 5,847 53,672 CHF 7,954 CHF 99.76% 99.76%

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