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 0.38% 5.11 CHF 5.12 CHF 30,000 30,000 22,416 14,074 105,642 CHF 67,511 CHF 89.65% 89.65%
12/11/2024 0.39% 4.53 CHF 4.54 CHF 30,000 30,000 22,421 14,084 101,323 CHF 64,255 CHF 89.48% 89.48%
11/11/2024 0.33% 5.19 CHF 5.20 CHF 30,000 30,000 14,854 14,097 78,829 CHF 74,946 CHF 89.25% 89.25%
08/11/2024 0.37% 4.70 CHF 4.71 CHF 30,000 30,000 22,414 14,068 105,790 CHF 66,583 CHF 89.75% 89.75%
07/11/2024 0.43% 4.62 CHF 4.63 CHF 30,000 30,000 22,414 14,069 93,841 CHF 60,251 CHF 89.74% 89.74%
06/11/2024 0.41% 3.94 CHF 3.95 CHF 30,000 30,000 23,186 15,691 93,986 CHF 63,010 CHF 67.99% 67.99%
05/11/2024 0.59% 3.58 CHF 3.59 CHF 30,000 30,000 22,421 14,084 68,300 CHF 44,442 CHF 89.46% 89.46%
04/11/2024 0.47% 3.06 CHF 3.07 CHF 30,000 30,000 25,602 20,764 78,056 CHF 63,620 CHF 47.81% 47.81%
01/11/2024 0.47% 3.07 CHF 3.08 CHF 30,000 30,000 23,449 16,244 80,933 CHF 54,756 CHF 99.04% 99.04%
31/10/2024 0.48% 3.44 CHF 3.45 CHF 30,000 30,000 23,425 16,192 82,362 CHF 57,962 CHF 99.75% 99.75%

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