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 0.37% 5.26 CHF 5.27 CHF 30,000 30,000 22,416 14,074 108,979 CHF 69,605 CHF 89.65% 89.65%
12/11/2024 0.38% 4.68 CHF 4.69 CHF 30,000 30,000 22,421 14,084 104,647 CHF 66,343 CHF 89.48% 89.48%
11/11/2024 0.32% 5.34 CHF 5.35 CHF 30,000 30,000 15,071 14,324 82,165 CHF 78,231 CHF 85.44% 85.44%
08/11/2024 0.36% 4.84 CHF 4.85 CHF 30,000 30,000 21,921 14,068 106,593 CHF 68,640 CHF 89.75% 89.75%
07/11/2024 0.41% 4.77 CHF 4.78 CHF 30,000 30,000 22,414 14,069 97,120 CHF 62,308 CHF 89.74% 89.74%
06/11/2024 0.39% 4.08 CHF 4.09 CHF 30,000 30,000 23,186 15,691 97,390 CHF 65,315 CHF 67.99% 67.99%
05/11/2024 0.57% 3.73 CHF 3.74 CHF 30,000 30,000 22,421 14,084 71,531 CHF 46,472 CHF 89.46% 89.46%
04/11/2024 0.45% 3.20 CHF 3.21 CHF 30,000 30,000 25,603 20,767 81,737 CHF 66,614 CHF 47.80% 47.80%
01/11/2024 0.45% 3.21 CHF 3.22 CHF 30,000 30,000 23,449 16,244 84,320 CHF 57,106 CHF 99.04% 99.04%
31/10/2024 0.46% 3.58 CHF 3.59 CHF 30,000 30,000 23,425 16,192 85,744 CHF 60,298 CHF 99.75% 99.75%

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