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% 5.34 CHF 5.35 CHF 30,000 30,000 22,413 14,074 110,754 CHF 70,733 CHF 89.66% 89.66%
12/11/2024 0.37% 4.76 CHF 4.77 CHF 30,000 30,000 22,421 14,084 106,436 CHF 67,466 CHF 89.49% 89.49%
11/11/2024 0.31% 5.42 CHF 5.43 CHF 30,000 30,000 15,071 14,325 83,369 CHF 79,375 CHF 85.45% 85.45%
08/11/2024 0.35% 4.92 CHF 4.93 CHF 30,000 30,000 21,552 14,069 106,465 CHF 69,753 CHF 89.76% 89.76%
07/11/2024 0.41% 4.84 CHF 4.85 CHF 30,000 30,000 22,414 14,069 98,899 CHF 63,424 CHF 89.75% 89.75%
06/11/2024 0.39% 4.16 CHF 4.17 CHF 30,000 30,000 23,186 15,691 99,226 CHF 66,559 CHF 67.99% 67.99%
05/11/2024 0.55% 3.80 CHF 3.81 CHF 30,000 30,000 22,421 14,085 73,269 CHF 47,567 CHF 89.47% 89.47%
04/11/2024 0.44% 3.28 CHF 3.29 CHF 30,000 30,000 25,603 20,767 83,740 CHF 68,235 CHF 47.81% 47.81%
01/11/2024 0.44% 3.29 CHF 3.30 CHF 30,000 30,000 23,449 16,243 86,161 CHF 58,382 CHF 99.05% 99.05%
31/10/2024 0.45% 3.66 CHF 3.67 CHF 30,000 30,000 23,425 16,192 87,574 CHF 61,564 CHF 99.76% 99.76%

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