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 4.58% 0.46 CHF 0.48 CHF 110,000 10,000 90,270 5,926 52,868 CHF 3,572 CHF 95.23% 95.23%
12/11/2024 5.22% 0.46 CHF 0.47 CHF 110,000 7,500 97,694 5,285 52,139 CHF 2,937 CHF 95.97% 95.97%
11/11/2024 3.03% 0.71 CHF 0.73 CHF 80,000 7,500 60,086 5,299 55,798 CHF 5,001 CHF 96.75% 96.75%
08/11/2024 2.31% 0.98 CHF 1.00 CHF 60,000 7,500 43,240 5,610 52,813 CHF 6,985 CHF 87.55% 87.55%
07/11/2024 2.23% 1.62 CHF 1.63 CHF 40,000 7,500 39,980 5,139 58,200 CHF 7,742 CHF 82.20% 82.20%
06/11/2024 3.80% 1.21 CHF 1.22 CHF 50,000 7,500 71,874 5,782 54,468 CHF 5,048 CHF 68.27% 68.27%
05/11/2024 2.05% 1.31 CHF 1.33 CHF 40,000 7,500 40,311 5,286 59,202 CHF 7,828 CHF 98.85% 98.85%
04/11/2024 2.53% 1.26 CHF 1.28 CHF 40,000 7,500 48,654 5,276 59,033 CHF 6,596 CHF 99.37% 99.37%
01/11/2024 2.33% 1.17 CHF 1.19 CHF 50,000 7,500 49,832 5,901 56,957 CHF 6,945 CHF 93.66% 93.66%
31/10/2024 2.48% 1.14 CHF 1.15 CHF 50,000 7,500 50,408 5,847 53,560 CHF 6,358 CHF 99.73% 99.73%

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