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 1.35% 0.81 CHF 0.82 CHF 75,000 75,000 71,093 53,402 54,864 CHF 41,832 CHF 97.13% 97.13%
12/11/2024 1.48% 0.78 CHF 0.79 CHF 75,000 75,000 73,389 52,717 53,639 CHF 39,284 CHF 99.53% 99.53%
11/11/2024 2.00% 0.55 CHF 0.56 CHF 100,000 75,000 93,940 52,675 52,140 CHF 29,752 CHF 99.68% 99.68%
08/11/2024 2.21% 0.48 CHF 0.50 CHF 110,000 25,000 100,577 25,000 50,618 CHF 12,865 CHF 51.89% 58.92%
07/11/2024 2.17% 0.39 CHF 0.55 CHF 130,000 25,000 100,000 25,000 53,000 CHF 13,541 CHF 1.49% 87.62%
06/11/2024 1.83% 0.56 CHF 0.57 CHF 90,000 75,000 89,705 36,775 52,897 CHF 22,053 CHF 90.18% 90.18%
05/11/2024 - 0.41 CHF - CHF 130,000 0 0 0 0 CHF 0 CHF 0.00% 96.67%
04/11/2024 2.61% 0.41 CHF 0.42 CHF 130,000 75,000 120,842 35,137 52,462 CHF 15,497 CHF 90.32% 92.36%
01/11/2024 2.42% 0.39 CHF 0.42 CHF 130,000 75,000 129,859 39,506 53,259 CHF 16,597 CHF 9.67% 99.75%
31/10/2024 2.32% 0.43 CHF 0.44 CHF 120,000 75,000 114,814 41,933 52,142 CHF 19,289 CHF 99.76% 99.76%

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